0.07Open0.16Pre Close5 Volume22.07K Open Interest11.00Strike Price35.00Turnover12.65%IV0.18%PremiumAug 16, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7106Delta3.5734Gamma157.86Leverage Ratio-0.0119Theta0.0004Rho112.17Eff Leverage0.0026Vega