0.35Open0.28Pre Close1 Volume2 Open Interest50.00Strike Price35.00Turnover29.35%IV9.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1796Delta0.0702Gamma131.77Leverage Ratio-0.0185Theta0.0060Rho23.66Eff Leverage0.0333Vega