0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover104.20%IV3.98%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4024Delta0.1103Gamma84.56Leverage Ratio-0.7351Theta0.0008Rho34.03Eff Leverage0.0130Vega