0.35Open1.95Pre Close1 Volume498 Open Interest43.00Strike Price35.00Turnover76.24%IV5.17%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2483Delta0.1299Gamma117.77Leverage Ratio-0.1863Theta0.0006Rho29.24Eff Leverage0.0101Vega