0.01Open0.06Pre Close35 Volume3 Open Interest17.50Strike Price35.00Turnover63.07%IV13.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0187Delta0.0320Gamma2024.00Leverage Ratio-0.0058Theta0.0000Rho-37.89Eff Leverage0.0010Vega