0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover147.01%IV9.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1341Delta0.0514Gamma154.71Leverage Ratio-0.2750Theta0.0002Rho20.74Eff Leverage0.0062Vega