0.03Open0.03Pre Close11 Volume0 Open Interest94.00Strike Price35.00Turnover100.05%IV12.93%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0339Delta0.0090Gamma938.52Leverage Ratio-0.1004Theta-0.0002Rho-31.84Eff Leverage0.0063Vega