0.35Open0.65Pre Close1 Volume19 Open Interest87.50Strike Price35.00Turnover21.54%IV4.04%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1962Delta0.0845Gamma241.26Leverage Ratio-0.0407Theta0.0052Rho47.32Eff Leverage0.0420Vega