0.05Open0.04Pre Close7 Volume113 Open Interest3.50Strike Price35.00Turnover198.26%IV19.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1166Delta0.2427Gamma86.00Leverage Ratio-0.0234Theta0.0000Rho-10.03Eff Leverage0.0008Vega