0.35Open0.65Pre Close1 Volume19 Open Interest87.50Strike Price35.00Turnover21.42%IV4.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.0846Gamma241.26Leverage Ratio-0.0403Theta0.0053Rho47.34Eff Leverage0.0422Vega