0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover320.47%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1431Delta0.0454Gamma151.89Leverage Ratio-1.7929Theta0.0001Rho21.73Eff Leverage0.0035Vega