0.08Open0.16Pre Close5 Volume91 Open Interest25.50Strike Price35.00Turnover48.30%IV6.15%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1521Delta0.1817Gamma240.80Leverage Ratio-0.0336Theta0.0004Rho36.64Eff Leverage0.0063Vega