0.35Open0.36Pre Close1 Volume20 Open Interest1240.00Strike Price35.00Turnover50.18%IV12.00%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0144Delta0.0007Gamma4429.96Leverage Ratio-0.2051Theta0.0015Rho63.67Eff Leverage0.0401Vega