0.05Open0.05Pre Close7 Volume112 Open Interest540.00Strike Price35.00Turnover91.83%IV2.55%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0214Delta0.0081Gamma10532.60Leverage Ratio-2.3917Theta0.0000Rho225.50Eff Leverage0.0035Vega