0.35Open2.81Pre Close1 Volume243 Open Interest1027.50Strike Price35.00Turnover26.25%IV2.62%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0492Delta0.0060Gamma3013.80Leverage Ratio-0.3481Theta-0.0018Rho-148.41Eff Leverage0.0657Vega