0.05Open0.25Pre Close7 Volume901 Open Interest20.00Strike Price35.00Turnover69.57%IV40.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0478Delta0.0368Gamma285.80Leverage Ratio-0.0050Theta0.0005Rho13.65Eff Leverage0.0039Vega