0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover121.51%IV3.04%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3538Delta0.0925Gamma57.60Leverage Ratio-0.7766Theta0.0006Rho20.38Eff Leverage0.0123Vega