0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover149.86%IV9.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1587Delta0.0556Gamma135.96Leverage Ratio-0.3500Theta0.0002Rho21.58Eff Leverage0.0070Vega