0.06Open0.10Pre Close8 Volume365 Open Interest18.00Strike Price35.00Turnover119.59%IV21.40%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0645Delta0.0676Gamma297.05Leverage Ratio-0.0257Theta0.0001Rho19.16Eff Leverage0.0020Vega