0.35Open0.47Pre Close1 Volume182 Open Interest39.00Strike Price35.00Turnover47.65%IV12.46%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1977Delta0.0682Gamma82.33Leverage Ratio-0.0268Theta0.0039Rho16.27Eff Leverage0.0238Vega