0.12Open0.05Pre Close12 Volume1.10K Open Interest20.00Strike Price35.00Turnover181.20%IV4.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0905Delta0.2249Gamma636.00Leverage Ratio-0.3566Theta0.0000Rho57.58Eff Leverage0.0007Vega