0.35Open0.25Pre Close1 Volume294 Open Interest145.00Strike Price35.00Turnover16.15%IV5.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0791Delta0.0297Gamma688.35Leverage Ratio-0.0209Theta0.0053Rho54.46Eff Leverage0.0452Vega