0.05Open0.14Pre Close7 Volume102 Open Interest12.50Strike Price35.00Turnover95.44%IV10.67%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1166Delta0.2160Gamma226.80Leverage Ratio-0.0318Theta0.0001Rho26.44Eff Leverage0.0019Vega