0.15Open0.10Pre Close3 Volume38 Open Interest262.50Strike Price35.00Turnover36.88%IV5.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.0100Gamma2487.30Leverage Ratio-0.0831Theta0.0006Rho84.56Eff Leverage0.0154Vega