0.35Open0.50Pre Close1 Volume256 Open Interest24.00Strike Price35.00Turnover49.04%IV9.35%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2036Delta0.0976Gamma74.54Leverage Ratio-0.0213Theta-0.0027Rho-15.18Eff Leverage0.0167Vega