0.05Open0.10Pre Close7 Volume1 Open Interest212.50Strike Price35.00Turnover55.17%IV12.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0102Delta0.0019Gamma4852.80Leverage Ratio-0.0349Theta-0.0002Rho-49.61Eff Leverage0.0070Vega