0.01Open0.25Pre Close35 Volume11 Open Interest19.00Strike Price35.00Turnover56.35%IV9.44%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0241Delta0.0524Gamma2097.00Leverage Ratio-0.0075Theta0.0000Rho-50.61Eff Leverage0.0011Vega