0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover155.14%IV9.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1715Delta0.0563Gamma135.10Leverage Ratio-0.4000Theta0.0003Rho23.17Eff Leverage0.0074Vega