0.10Open0.10Pre Close6 Volume78 Open Interest13.00Strike Price35.00Turnover27.60%IV5.41%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2397Delta0.4258Gamma123.80Leverage Ratio-0.0073Theta0.0013Rho29.67Eff Leverage0.0082Vega