0.35Open0.20Pre Close1 Volume204 Open Interest12.50Strike Price35.00Turnover17.86%IV2.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5226Delta0.6612Gamma49.92Leverage Ratio-0.0053Theta0.0046Rho26.09Eff Leverage0.0134Vega