0.05Open0.05Pre Close7 Volume199 Open Interest5.00Strike Price35.00Turnover151.65%IV72.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1093Delta0.1700Gamma58.40Leverage Ratio-0.0045Theta0.0002Rho6.38Eff Leverage0.0014Vega