0.07Open0.16Pre Close5 Volume5.51K Open Interest7.50Strike Price35.00Turnover46.39%IV4.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2890Delta0.7998Gamma96.53Leverage Ratio-0.0129Theta0.0003Rho27.90Eff Leverage0.0031Vega