0.05Open0.05Pre Close8 Volume230 Open Interest19.00Strike Price35.00Turnover63.59%IV10.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0616Delta0.0833Gamma602.29Leverage Ratio-0.0186Theta-0.0001Rho-37.11Eff Leverage0.0028Vega