0.03Open0.03Pre Close11 Volume330 Open Interest59.00Strike Price35.00Turnover60.52%IV12.80%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0373Delta0.0237Gamma1047.00Leverage Ratio-0.0280Theta0.0002Rho39.09Eff Leverage0.0046Vega