0.20Open0.21Pre Close2 Volume9 Open Interest22.00Strike Price35.00Turnover8.25%IV1.00%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3892Delta0.8760Gamma147.13Leverage Ratio-0.0028Theta-0.0042Rho-57.26Eff Leverage0.0211Vega