0.35Open0.30Pre Close1 Volume239 Open Interest13.00Strike Price35.00Turnover104.14%IV30.82%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2218Delta0.1123Gamma31.40Leverage Ratio-0.0180Theta0.0012Rho6.97Eff Leverage0.0076Vega