0.10Open0.13Pre Close5 Volume22 Open Interest27.00Strike Price35.00Turnover82.25%IV0.55%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3297Delta1.5754Gamma542.00Leverage Ratio-1.0938Theta0.0000Rho-178.68Eff Leverage0.0010Vega