0.35Open0.55Pre Close1 Volume11 Open Interest33.00Strike Price35.00Turnover43.84%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3447Delta0.2202Gamma86.03Leverage Ratio-0.0642Theta0.0015Rho29.65Eff Leverage0.0141Vega