0.35Open1.05Pre Close1 Volume12 Open Interest680.00Strike Price35.00Turnover22.20%IV7.88%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0406Delta0.0033Gamma1483.95Leverage Ratio-0.0881Theta0.0089Rho60.19Eff Leverage0.1032Vega