0.05Open0.05Pre Close7 Volume358 Open Interest7.50Strike Price35.00Turnover51.60%IV6.19%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2068Delta0.6461Gamma142.20Leverage Ratio-0.0122Theta0.0002Rho29.40Eff Leverage0.0024Vega