0.05Open0.05Pre Close7 Volume409 Open Interest22.50Strike Price35.00Turnover75.96%IV30.97%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0205Delta0.0080Gamma650.40Leverage Ratio-0.0064Theta-0.0004Rho-13.32Eff Leverage0.0040Vega