0.06Open0.10Pre Close8 Volume323 Open Interest237.50Strike Price35.00Turnover32.71%IV7.03%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0058Gamma5548.25Leverage Ratio-0.0305Theta0.0003Rho90.17Eff Leverage0.0086Vega