0.05Open0.07Pre Close5.11K Volume7.87K Open Interest19.50Strike Price35.16KTurnover12.67%IV0.21%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.4515Delta5.3781Gamma779.60Leverage Ratio-0.0474Theta0.0001Rho352.01Eff Leverage0.0023Vega