0.05Open0.05Pre Close7 Volume42 Open Interest350.00Strike Price35.00Turnover55.26%IV29.56%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0025Delta0.0001Gamma9935.80Leverage Ratio-0.0115Theta-0.0004Rho-24.95Eff Leverage0.0090Vega