0.35Open1.02Pre Close1 Volume103 Open Interest95.00Strike Price35.00Turnover13.60%IV2.26%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2358Delta0.1401Gamma310.80Leverage Ratio-0.0339Theta0.0065Rho73.27Eff Leverage0.0497Vega