0.35Open0.20Pre Close1 Volume363 Open Interest135.00Strike Price35.00Turnover28.08%IV10.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0832Delta0.0189Gamma408.73Leverage Ratio-0.0313Theta0.0055Rho33.99Eff Leverage0.0442Vega