0.35Open0.30Pre Close1 Volume208 Open Interest65.00Strike Price35.00Turnover50.80%IV22.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0975Delta0.0230Gamma164.68Leverage Ratio-0.0237Theta0.0037Rho16.06Eff Leverage0.0254Vega