0.01Open0.03Pre Close35 Volume64 Open Interest12.50Strike Price35.00Turnover172.67%IV52.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0287Gamma822.00Leverage Ratio-0.0063Theta0.0000Rho15.23Eff Leverage0.0004Vega