0.35Open0.42Pre Close1 Volume44 Open Interest62.00Strike Price35.00Turnover36.18%IV4.00%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1602Delta0.1009Gamma199.83Leverage Ratio-0.0646Theta0.0012Rho32.02Eff Leverage0.0163Vega