0.35Open0.50Pre Close1 Volume92 Open Interest10.00Strike Price35.00Turnover148.26%IV1.03%PremiumOct 18, 2024Expiry Date0.25Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5171Delta0.2229Gamma11.47Leverage Ratio-0.0662Theta-0.0008Rho-5.93Eff Leverage0.0048Vega