0.02Open0.01Pre Close15 Volume158 Open Interest32.50Strike Price35.00Turnover346.88%IV29.64%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0113Delta0.0040Gamma1538.33Leverage Ratio-0.1276Theta0.0000Rho-17.36Eff Leverage0.0006Vega