0.35Open4.29Pre Close1 Volume2 Open Interest139.00Strike Price35.00Turnover275.03%IV52.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0441Delta0.0044Gamma261.63Leverage Ratio-0.2843Theta0.0003Rho11.55Eff Leverage0.0071Vega