0.05Open1.40Pre Close6 Volume1 Open Interest45.00Strike Price35.00Turnover102.98%IV39.15%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0172Delta0.0023Gamma590.96Leverage Ratio-0.0175Theta-0.0007Rho-10.16Eff Leverage0.0076Vega