0.05Open0.09Pre Close7 Volume109 Open Interest90.00Strike Price35.00Turnover120.63%IV14.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0051Gamma2115.20Leverage Ratio-0.0498Theta-0.0001Rho-35.14Eff Leverage0.0028Vega