0.01Open0.03Pre Close35 Volume64 Open Interest12.50Strike Price35.00Turnover169.14%IV50.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0186Delta0.0291Gamma830.50Leverage Ratio-0.0062Theta0.0000Rho15.47Eff Leverage0.0004Vega