0.35Open0.05Pre Close1 Volume714 Open Interest5.00Strike Price35.00Turnover52.63%IV1.33%PremiumOct 18, 2024Expiry Date0.28Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7005Delta0.5348Gamma12.42Leverage Ratio-0.0062Theta0.0018Rho8.70Eff Leverage0.0043Vega