0.35Open0.30Pre Close1 Volume128 Open Interest15.00Strike Price35.00Turnover59.61%IV12.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2918Delta0.1666Gamma38.89Leverage Ratio-0.0155Theta0.0023Rho11.35Eff Leverage0.0119Vega