0.05Open0.12Pre Close7 Volume342 Open Interest32.00Strike Price35.00Turnover63.17%IV13.09%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0570Delta0.0541Gamma566.80Leverage Ratio-0.0218Theta0.0002Rho32.29Eff Leverage0.0038Vega