0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover154.01%IV11.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1116Delta0.0441Gamma212.08Leverage Ratio-0.2250Theta0.0002Rho23.67Eff Leverage0.0053Vega