0.08Open0.16Pre Close5 Volume91 Open Interest25.50Strike Price35.00Turnover48.83%IV6.15%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1521Delta0.1817Gamma240.80Leverage Ratio-0.0343Theta0.0004Rho36.63Eff Leverage0.0062Vega