0.03Open0.05Pre Close9 Volume171 Open Interest43.00Strike Price35.00Turnover33.10%IV1.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1580Delta0.4971Gamma1063.50Leverage Ratio-0.1355Theta0.0001Rho167.99Eff Leverage0.0035Vega