0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover157.17%IV11.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1103Delta0.0431Gamma235.64Leverage Ratio-0.4057Theta0.0002Rho25.98Eff Leverage0.0052Vega