0.05Open0.06Pre Close7 Volume546 Open Interest7.50Strike Price35.00Turnover158.54%IV33.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0668Delta0.0425Gamma112.00Leverage Ratio-0.0171Theta-0.0002Rho-7.48Eff Leverage0.0025Vega