0.35Open0.55Pre Close1 Volume11 Open Interest33.00Strike Price35.00Turnover38.38%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3455Delta0.2210Gamma86.03Leverage Ratio-0.0492Theta0.0020Rho29.72Eff Leverage0.0160Vega