0.15Open0.18Pre Close3 Volume22 Open Interest562.50Strike Price35.00Turnover39.41%IV7.35%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0235Delta0.0030Gamma3275.44Leverage Ratio-0.1272Theta0.0010Rho76.90Eff Leverage0.0259Vega