0.01Open0.03Pre Close35 Volume64 Open Interest12.50Strike Price35.00Turnover174.66%IV52.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0184Delta0.0285Gamma821.50Leverage Ratio-0.0063Theta0.0000Rho15.15Eff Leverage0.0004Vega