0.05Open0.05Pre Close7 Volume1.38K Open Interest8.00Strike Price35.00Turnover223.86%IV24.61%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1068Delta0.1767Gamma129.20Leverage Ratio-0.0418Theta0.0000Rho13.80Eff Leverage0.0009Vega