0.05Open0.05Pre Close9 Volume8.67K Open Interest7.00Strike Price35.00Turnover121.59%IV4.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2243Delta0.7947Gamma145.40Leverage Ratio-0.0859Theta0.0000Rho-32.61Eff Leverage0.0009Vega