0.35Open1.48Pre Close1 Volume103 Open Interest290.00Strike Price35.00Turnover19.33%IV3.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1033Delta0.0250Gamma801.26Leverage Ratio-0.1008Theta0.0050Rho82.79Eff Leverage0.0667Vega