0.01Open0.01Pre Close35 Volume46 Open Interest49.50Strike Price35.00Turnover83.92%IV13.79%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0063Gamma5740.50Leverage Ratio-0.0097Theta0.0000Rho-47.21Eff Leverage0.0010Vega