0.15Open0.15Pre Close2 Volume208 Open Interest2.50Strike Price35.00Turnover102.17%IV5.47%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6055Delta1.2987Gamma17.07Leverage Ratio-0.0130Theta0.0002Rho10.33Eff Leverage0.0011Vega