0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover131.09%IV2.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3935Delta0.0892Gamma45.50Leverage Ratio-0.9339Theta0.0007Rho17.90Eff Leverage0.0126Vega