0.05Open0.30Pre Close2 Volume79 Open Interest31.50Strike Price35.00Turnover193.73%IV20.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1183Delta0.0542Gamma132.50Leverage Ratio-0.1662Theta0.0001Rho15.67Eff Leverage0.0037Vega