0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover131.36%IV4.07%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3479Delta0.0873Gamma61.65Leverage Ratio-0.8511Theta0.0006Rho21.45Eff Leverage0.0119Vega