0.07Open0.10Pre Close5 Volume39 Open Interest13.50Strike Price35.00Turnover62.21%IV6.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1416Delta0.2385Gamma206.29Leverage Ratio-0.0258Theta-0.0002Rho-29.20Eff Leverage0.0034Vega