0.35Open0.65Pre Close1 Volume10 Open Interest20.00Strike Price35.00Turnover53.02%IV11.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2609Delta0.1374Gamma52.00Leverage Ratio-0.0181Theta0.0026Rho13.57Eff Leverage0.0145Vega