0.05Open0.04Pre Close7 Volume1.40K Open Interest21.00Strike Price35.00Turnover87.43%IV3.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1397Delta0.3206Gamma435.30Leverage Ratio-0.1573Theta0.0000Rho-60.80Eff Leverage0.0018Vega