0.05Open0.25Pre Close7 Volume304 Open Interest15.50Strike Price35.00Turnover228.13%IV50.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0534Delta0.0451Gamma207.20Leverage Ratio-0.0294Theta0.0001Rho11.07Eff Leverage0.0011Vega