0.35Open0.26Pre Close1 Volume15 Open Interest7.50Strike Price35.00Turnover54.86%IV8.73%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4307Delta0.3836Gamma24.07Leverage Ratio-0.0087Theta0.0019Rho10.37Eff Leverage0.0073Vega