0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover125.59%IV3.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3974Delta0.0929Gamma67.19Leverage Ratio-0.8976Theta0.0007Rho26.70Eff Leverage0.0127Vega