0.35Open0.20Pre Close1 Volume86 Open Interest15.00Strike Price35.00Turnover110.79%IV29.54%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2222Delta0.0964Gamma33.86Leverage Ratio-0.0231Theta0.0013Rho7.52Eff Leverage0.0083Vega