0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover139.47%IV5.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2663Delta0.0759Gamma72.44Leverage Ratio-0.6641Theta0.0004Rho19.29Eff Leverage0.0102Vega