0.05Open0.04Pre Close6 Volume879 Open Interest12.00Strike Price35.00Turnover140.12%IV73.92%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0754Delta0.0604Gamma99.14Leverage Ratio-0.0077Theta0.0003Rho7.47Eff Leverage0.0024Vega