0.05Open0.10Pre Close7 Volume86 Open Interest550.00Strike Price35.00Turnover29.68%IV5.13%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0022Gamma11593.20Leverage Ratio-0.0476Theta-0.0003Rho-127.26Eff Leverage0.0129Vega