0.35Open0.50Pre Close1 Volume454 Open Interest59.42Strike Price35.00Turnover41.62%IV2.06%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3012Delta0.1936Gamma172.31Leverage Ratio-0.1853Theta-0.0009Rho-51.90Eff Leverage0.0151Vega