0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover135.23%IV4.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3851Delta0.0859Gamma66.98Leverage Ratio-0.9386Theta0.0007Rho25.79Eff Leverage0.0126Vega