0.01Open0.01Pre Close35 Volume232 Open Interest77.00Strike Price35.00Turnover41.49%IV9.00%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0112Delta0.0112Gamma7065.00Leverage Ratio-0.0085Theta0.0001Rho79.24Eff Leverage0.0019Vega