0.04Open0.07Pre Close7 Volume102 Open Interest141.00Strike Price35.00Turnover18.43%IV3.43%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0408Delta0.0292Gamma2918.80Leverage Ratio-0.0250Theta-0.0007Rho-119.13Eff Leverage0.0142Vega