0.05Open0.18Pre Close7 Volume63 Open Interest37.50Strike Price35.00Turnover44.35%IV8.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0505Delta0.0449Gamma820.80Leverage Ratio-0.0187Theta-0.0003Rho-41.43Eff Leverage0.0054Vega