0.35Open0.35Pre Close1 Volume0 Open Interest17.50Strike Price35.00Turnover100.69%IV27.41%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2086Delta0.0867Gamma40.03Leverage Ratio-0.0240Theta0.0014Rho8.35Eff Leverage0.0094Vega