0.35Open0.55Pre Close1 Volume6 Open Interest9.00Strike Price35.00Turnover81.33%IV1.93%PremiumJul 12, 2024Expiry Date0.18Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5741Delta0.5192Gamma22.05Leverage Ratio-0.0382Theta-0.0006Rho-12.66Eff Leverage0.0036Vega