0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover156.03%IV9.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1197Delta0.0454Gamma180.63Leverage Ratio-0.2500Theta0.0002Rho21.62Eff Leverage0.0056Vega