0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover112.89%IV3.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3698Delta0.1002Gamma53.35Leverage Ratio-0.7475Theta0.0007Rho19.73Eff Leverage0.0126Vega