0.05Open0.25Pre Close7 Volume304 Open Interest15.50Strike Price35.00Turnover214.81%IV45.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0541Delta0.0462Gamma213.20Leverage Ratio-0.0279Theta0.0001Rho11.53Eff Leverage0.0012Vega