0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover158.62%IV11.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1093Delta0.0423Gamma212.36Leverage Ratio-0.2250Theta0.0002Rho23.20Eff Leverage0.0052Vega