0.07Open0.15Pre Close5 Volume39 Open Interest140.00Strike Price35.00Turnover28.68%IV6.66%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0314Delta0.0125Gamma2141.71Leverage Ratio-0.0281Theta-0.0007Rho-67.18Eff Leverage0.0139Vega