0.05Open0.30Pre Close2 Volume92 Open Interest67.50Strike Price35.00Turnover19.97%IV5.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1864Delta0.0822Gamma197.69Leverage Ratio-0.0199Theta0.0075Rho36.84Eff Leverage0.0438Vega