0.35Open1.02Pre Close1 Volume103 Open Interest95.00Strike Price35.00Turnover14.15%IV2.32%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2428Delta0.1364Gamma286.72Leverage Ratio-0.0357Theta0.0067Rho69.60Eff Leverage0.0506Vega