0.35Open0.03Pre Close1 Volume60 Open Interest6.50Strike Price35.00Turnover85.74%IV2.39%PremiumJul 26, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6432Delta0.6088Gamma19.11Leverage Ratio-0.0297Theta0.0005Rho12.29Eff Leverage0.0027Vega