0.20Open0.15Pre Close2 Volume322 Open Interest2.50Strike Price35.00Turnover88.81%IV4.08%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5447Delta1.3146Gamma16.33Leverage Ratio-0.0086Theta-0.0003Rho-8.90Eff Leverage0.0013Vega