0.35Open0.40Pre Close1 Volume2.06K Open Interest6.00Strike Price35.00Turnover67.66%IV7.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5124Delta0.3977Gamma15.81Leverage Ratio-0.0092Theta0.0017Rho8.10Eff Leverage0.0059Vega