0.05Open0.05Pre Close7 Volume19 Open Interest25.00Strike Price35.00Turnover51.76%IV7.83%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0894Delta0.1308Gamma464.60Leverage Ratio-0.0242Theta0.0002Rho41.52Eff Leverage0.0039Vega