0.35Open1.02Pre Close1 Volume103 Open Interest95.00Strike Price35.00Turnover13.65%IV2.26%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2357Delta0.1400Gamma310.80Leverage Ratio-0.0341Theta0.0065Rho73.25Eff Leverage0.0495Vega