0.35Open0.90Pre Close1 Volume2 Open Interest47.00Strike Price35.00Turnover20.80%IV0.17%PremiumSep 20, 2024Expiry Date0.27Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5711Delta0.3184Gamma74.77Leverage Ratio-0.0394Theta-0.0039Rho-42.70Eff Leverage0.0235Vega