0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover137.81%IV6.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2678Delta0.0767Gamma72.09Leverage Ratio-0.6615Theta0.0004Rho19.30Eff Leverage0.0103Vega