0.07Open0.20Pre Close5 Volume630 Open Interest62.50Strike Price35.00Turnover40.81%IV7.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0519Delta0.0315Gamma902.00Leverage Ratio-0.0299Theta-0.0005Rho-46.79Eff Leverage0.0088Vega