0.05Open0.05Pre Close7 Volume5.59K Open Interest22.50Strike Price35.00Turnover92.79%IV51.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0406Delta0.0265Gamma297.80Leverage Ratio-0.0068Theta0.0003Rho12.08Eff Leverage0.0031Vega