0.15Open0.10Pre Close3 Volume38 Open Interest262.50Strike Price35.00Turnover36.22%IV5.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0103Gamma2486.80Leverage Ratio-0.0829Theta0.0006Rho85.75Eff Leverage0.0156Vega