0.35Open0.41Pre Close1 Volume233 Open Interest130.00Strike Price35.00Turnover34.40%IV15.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0481Delta0.0064Gamma469.69Leverage Ratio-0.0230Theta-0.0058Rho-22.60Eff Leverage0.0453Vega