0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover126.30%IV3.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3962Delta0.0924Gamma69.22Leverage Ratio-0.9015Theta0.0007Rho27.43Eff Leverage0.0127Vega