0.05Open0.10Pre Close7 Volume36 Open Interest16.00Strike Price35.00Turnover88.55%IV4.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1461Delta0.3508Gamma333.20Leverage Ratio-0.1040Theta0.0000Rho-48.69Eff Leverage0.0017Vega