0.35Open0.63Pre Close1 Volume33 Open Interest21.50Strike Price35.00Turnover314.85%IV28.98%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1776Delta0.0640Gamma48.40Leverage Ratio-0.2309Theta0.0002Rho8.60Eff Leverage0.0034Vega