0.35Open0.20Pre Close1 Volume726 Open Interest95.00Strike Price35.00Turnover40.84%IV4.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2462Delta0.0666Gamma135.54Leverage Ratio-0.1326Theta0.0035Rho33.38Eff Leverage0.0366Vega