0.35Open0.20Pre Close1 Volume92 Open Interest53.00Strike Price35.00Turnover40.55%IV9.84%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1668Delta0.0610Gamma138.77Leverage Ratio-0.0333Theta0.0034Rho23.14Eff Leverage0.0253Vega