0.05Open0.05Pre Close6 Volume1.03K Open Interest42.50Strike Price35.00Turnover20.31%IV2.37%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1242Delta0.2317Gamma790.36Leverage Ratio-0.0234Theta-0.0005Rho-98.18Eff Leverage0.0089Vega