0.35Open0.06Pre Close1 Volume32 Open Interest150.00Strike Price35.00Turnover86.92%IV16.86%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0420Delta0.0046Gamma514.29Leverage Ratio-0.1389Theta-0.0012Rho-21.58Eff Leverage0.0203Vega