0.35Open0.52Pre Close1 Volume16 Open Interest5.00Strike Price35.00Turnover232.87%IV0.38%PremiumSep 20, 2024Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6684Delta0.3619Gamma9.27Leverage Ratio-0.0857Theta0.0002Rho6.20Eff Leverage0.0016Vega