0.05Open0.05Pre Close7 Volume112 Open Interest540.00Strike Price35.00Turnover91.42%IV2.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0091Gamma10541.55Leverage Ratio-2.6879Theta0.0000Rho239.72Eff Leverage0.0035Vega