0.35Open0.30Pre Close1 Volume149 Open Interest19.00Strike Price35.00Turnover19.81%IV4.40%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3268Delta0.3754Gamma74.14Leverage Ratio-0.0077Theta0.0040Rho24.23Eff Leverage0.0175Vega