0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover128.52%IV3.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3524Delta0.0893Gamma61.72Leverage Ratio-0.8427Theta0.0006Rho21.75Eff Leverage0.0120Vega