0.10Open0.10Pre Close6 Volume78 Open Interest13.00Strike Price35.00Turnover27.34%IV5.50%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2412Delta0.4310Gamma123.71Leverage Ratio-0.0073Theta0.0013Rho29.84Eff Leverage0.0082Vega