0.05Open0.10Pre Close7 Volume86 Open Interest550.00Strike Price35.00Turnover29.58%IV5.09%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0022Gamma11588.80Leverage Ratio-0.0475Theta-0.0003Rho-127.58Eff Leverage0.0129Vega