0.17Open0.25Pre Close2 Volume672 Open Interest46.00Strike Price35.00Turnover40.08%IV11.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1218Delta0.0587Gamma207.60Leverage Ratio-0.0227Theta0.0021Rho25.28Eff Leverage0.0174Vega