0.07Open0.11Pre Close5 Volume31 Open Interest125.00Strike Price35.00Turnover82.85%IV13.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0180Delta0.0042Gamma2070.57Leverage Ratio-0.0578Theta-0.0002Rho-37.37Eff Leverage0.0056Vega