0.35Open0.65Pre Close1 Volume53 Open Interest30.00Strike Price35.00Turnover57.59%IV10.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2881Delta0.0960Gamma47.91Leverage Ratio-0.0345Theta0.0037Rho13.81Eff Leverage0.0211Vega