0.35Open0.72Pre Close1 Volume416 Open Interest82.50Strike Price35.00Turnover30.06%IV4.55%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1386Delta0.0634Gamma344.28Leverage Ratio-0.0564Theta-0.0020Rho-47.70Eff Leverage0.0256Vega