0.15Open0.23Pre Close2.80K Volume1.68K Open Interest227.50Strike Price35.10KTurnover169.31%IV4.35%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0079Delta0.0057Gamma21802.00Leverage Ratio-0.9322Theta0.0000Rho172.92Eff Leverage0.0005Vega