0.15Open0.15Pre Close2 Volume208 Open Interest2.50Strike Price35.00Turnover85.43%IV5.47%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6064Delta1.3016Gamma17.07Leverage Ratio-0.0090Theta0.0003Rho10.35Eff Leverage0.0013Vega