0.01Open0.25Pre Close35 Volume11 Open Interest19.00Strike Price35.00Turnover57.71%IV9.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0236Delta0.0501Gamma2097.50Leverage Ratio-0.0076Theta0.0000Rho-49.45Eff Leverage0.0011Vega