0.05Open0.05Pre Close10 Volume70 Open Interest135.00Strike Price35.00Turnover54.85%IV18.98%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0045Gamma2270.20Leverage Ratio-0.0209Theta0.0004Rho36.35Eff Leverage0.0065Vega