0.03Open0.05Pre Close11 Volume26 Open Interest597.50Strike Price35.00Turnover52.70%IV9.45%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0076Delta0.0010Gamma10918.80Leverage Ratio-0.0496Theta0.0002Rho83.34Eff Leverage0.0080Vega