0.05Open0.05Pre Close7 Volume11 Open Interest7.00Strike Price35.00Turnover103.66%IV38.37%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.1652Gamma67.93Leverage Ratio-0.0064Theta0.0003Rho8.83Eff Leverage0.0026Vega