0.35Open0.30Pre Close1 Volume92 Open Interest15.00Strike Price35.00Turnover144.04%IV35.84%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2195Delta0.0863Gamma30.13Leverage Ratio-0.0317Theta0.0009Rho6.61Eff Leverage0.0070Vega