0.35Open0.55Pre Close1 Volume34 Open Interest47.00Strike Price35.00Turnover55.14%IV9.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1818Delta0.0717Gamma123.71Leverage Ratio-0.0570Theta0.0018Rho22.49Eff Leverage0.0176Vega