0.35Open0.41Pre Close1 Volume340 Open Interest80.00Strike Price35.00Turnover38.21%IV3.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2087Delta0.0984Gamma235.00Leverage Ratio-0.1347Theta-0.0014Rho-49.03Eff Leverage0.0219Vega