0.35Open0.65Pre Close1 Volume53 Open Interest30.00Strike Price35.00Turnover57.99%IV11.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2444Delta0.0899Gamma57.18Leverage Ratio-0.0314Theta0.0030Rho13.97Eff Leverage0.0189Vega