0.35Open0.35Pre Close1 Volume14 Open Interest15.00Strike Price35.00Turnover71.38%IV18.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2581Delta0.1309Gamma37.09Leverage Ratio-0.0158Theta0.0021Rho9.57Eff Leverage0.0112Vega