0.04Open0.05Pre Close8 Volume226 Open Interest5.00Strike Price35.00Turnover85.76%IV15.86%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1495Delta0.4258Gamma108.75Leverage Ratio-0.0081Theta0.0001Rho16.26Eff Leverage0.0015Vega