0.05Open0.10Pre Close4 Volume397 Open Interest12.50Strike Price35.00Turnover131.40%IV12.40%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1660Delta0.2094Gamma112.10Leverage Ratio-0.0605Theta0.0001Rho18.60Eff Leverage0.0023Vega