0.05Open0.07Pre Close7 Volume128 Open Interest7.50Strike Price35.00Turnover462.68%IV146.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0814Delta0.0915Gamma61.20Leverage Ratio-0.0227Theta0.0000Rho4.98Eff Leverage0.0005Vega