0.35Open0.65Pre Close1 Volume42 Open Interest270.00Strike Price35.00Turnover25.60%IV2.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0972Delta0.0312Gamma1050.44Leverage Ratio-0.1726Theta0.0017Rho102.09Eff Leverage0.0370Vega