0.09Open0.08Pre Close3.15K Volume4.18K Open Interest6.50Strike Price35.50KTurnover964.12%IV0.15%PremiumOct 11, 2024Expiry Date0.09Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8275Delta2.3733Gamma69.37Leverage Ratio-13.1960Theta0.0000Rho57.40Eff Leverage0.0000Vega