0.35Open2.10Pre Close1 Volume11 Open Interest57.00Strike Price35.00Turnover53.98%IV7.02%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1868Delta0.0822Gamma164.89Leverage Ratio-0.0968Theta0.0012Rho30.79Eff Leverage0.0162Vega