0.35Open0.35Pre Close1 Volume114 Open Interest90.00Strike Price35.00Turnover36.73%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2486Delta0.0875Gamma166.44Leverage Ratio-0.1292Theta0.0027Rho41.37Eff Leverage0.0312Vega