0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover118.84%IV4.47%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3367Delta0.0923Gamma87.40Leverage Ratio-0.7164Theta0.0006Rho29.43Eff Leverage0.0121Vega