0.15Open0.05Pre Close2 Volume40 Open Interest32.00Strike Price35.00Turnover20.01%IV5.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2229Delta0.1868Gamma153.10Leverage Ratio-0.0104Theta0.0045Rho34.13Eff Leverage0.0238Vega