0.05Open0.05Pre Close4 Volume89 Open Interest7.50Strike Price35.00Turnover107.46%IV25.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0871Delta0.0700Gamma99.40Leverage Ratio-0.0107Theta-0.0004Rho-8.66Eff Leverage0.0033Vega