0.01Open0.06Pre Close35 Volume3 Open Interest17.50Strike Price35.00Turnover64.54%IV13.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0185Delta0.0312Gamma2024.00Leverage Ratio-0.0059Theta0.0000Rho-37.44Eff Leverage0.0010Vega