0.05Open0.03Pre Close9 Volume772 Open Interest2.50Strike Price35.00Turnover537.87%IV515.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1785Delta0.5332Gamma13.73Leverage Ratio-0.0035Theta0.0000Rho2.45Eff Leverage0.0002Vega