0.35Open0.60Pre Close100 Volume1.39K Open Interest62.50Strike Price3.50KTurnover85.20%IV13.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1297Delta0.0375Gamma158.31Leverage Ratio-0.1123Theta0.0010Rho20.53Eff Leverage0.0140Vega