0.35Open0.70Pre Close1 Volume223 Open Interest17.50Strike Price35.00Turnover21.72%IV2.23%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5120Delta0.4574Gamma49.89Leverage Ratio-0.0103Theta0.0045Rho25.54Eff Leverage0.0160Vega