0.07Open0.05Pre Close5 Volume424 Open Interest650.00Strike Price35.00Turnover52.43%IV14.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0069Delta0.0006Gamma8081.57Leverage Ratio-0.0521Theta0.0004Rho56.07Eff Leverage0.0116Vega