0.06Open0.10Pre Close8 Volume365 Open Interest18.00Strike Price35.00Turnover117.56%IV21.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0651Delta0.0688Gamma295.80Leverage Ratio-0.0255Theta0.0001Rho19.26Eff Leverage0.0020Vega