0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover145.08%IV9.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1625Delta0.0582Gamma135.28Leverage Ratio-0.3500Theta0.0002Rho21.98Eff Leverage0.0072Vega