0.35Open0.36Pre Close1 Volume1.38K Open Interest5.00Strike Price35.00Turnover82.54%IV10.08%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4937Delta0.3936Gamma13.89Leverage Ratio-0.0091Theta0.0013Rho6.85Eff Leverage0.0049Vega