0.35Open0.40Pre Close1 Volume1.63K Open Interest6.00Strike Price35.00Turnover323.55%IV34.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3427Delta0.1964Gamma13.49Leverage Ratio-0.0649Theta0.0002Rho4.62Eff Leverage0.0021Vega