0.35Open0.35Pre Close1 Volume221 Open Interest35.00Strike Price35.00Turnover26.08%IV4.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3247Delta0.1550Gamma71.03Leverage Ratio-0.0178Theta0.0073Rho23.07Eff Leverage0.0320Vega