0.05Open0.15Pre Close7 Volume12 Open Interest18.00Strike Price35.00Turnover69.57%IV7.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0955Delta0.1557Gamma386.80Leverage Ratio-0.0344Theta-0.0001Rho-36.95Eff Leverage0.0027Vega