0.05Open0.25Pre Close7 Volume304 Open Interest15.50Strike Price35.00Turnover211.57%IV44.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0544Delta0.0468Gamma215.20Leverage Ratio-0.0278Theta0.0001Rho11.70Eff Leverage0.0012Vega