0.35Open0.40Pre Close1 Volume159 Open Interest60.00Strike Price35.00Turnover29.37%IV6.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1881Delta0.0773Gamma162.11Leverage Ratio-0.0305Theta0.0045Rho30.50Eff Leverage0.0320Vega