0.35Open0.57Pre Close1 Volume149 Open Interest30.00Strike Price35.00Turnover23.40%IV3.73%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3039Delta0.1875Gamma82.13Leverage Ratio-0.0121Theta-0.0057Rho-24.96Eff Leverage0.0280Vega