0.06Open0.05Pre Close9 Volume104 Open Interest49.50Strike Price35.00Turnover72.90%IV7.98%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0761Delta0.0599Gamma573.38Leverage Ratio-0.0703Theta0.0002Rho43.64Eff Leverage0.0047Vega