0.07Open0.11Pre Close5 Volume318 Open Interest435.00Strike Price35.00Turnover260.26%IV12.07%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0015Gamma5545.71Leverage Ratio-1.8512Theta0.0000Rho60.10Eff Leverage0.0021Vega