0.35Open0.45Pre Close1 Volume176 Open Interest42.50Strike Price35.00Turnover49.45%IV11.36%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1354Delta0.0418Gamma126.80Leverage Ratio-0.0307Theta-0.0031Rho-17.17Eff Leverage0.0229Vega