0.03Open0.04Pre Close25 Volume170 Open Interest51.00Strike Price35.00Turnover514.30%IV3.59%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0573Delta0.0945Gamma1762.33Leverage Ratio-9.1989Theta0.0000Rho-100.93Eff Leverage0.0003Vega