0.18Open0.40Pre Close2 Volume884 Open Interest195.00Strike Price35.00Turnover47.62%IV7.47%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0518Delta0.0104Gamma935.87Leverage Ratio-0.1252Theta-0.0011Rho-48.45Eff Leverage0.0226Vega