0.35Open0.30Pre Close1 Volume952 Open Interest10.00Strike Price35.00Turnover71.99%IV10.70%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3388Delta0.2778Gamma34.00Leverage Ratio-0.0177Theta0.0011Rho11.52Eff Leverage0.0067Vega