0.35Open0.30Pre Close1 Volume849 Open Interest29.00Strike Price35.00Turnover22.29%IV0.72%PremiumSep 20, 2024Expiry Date0.14Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.5964Delta0.5804Gamma83.26Leverage Ratio-0.0382Theta0.0018Rho49.65Eff Leverage0.0116Vega