0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover112.67%IV3.76%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3899Delta0.1016Gamma54.48Leverage Ratio-0.7765Theta0.0007Rho21.24Eff Leverage0.0129Vega