10.31Open9.82Pre Close34 Volume124 Open Interest103.00Strike Price35.05KTurnover536.68%IV0.04%PremiumJul 12, 2024Expiry Date10.27Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9596Delta0.0139Gamma10.92Leverage Ratio-6.6728Theta0.0001Rho10.48Eff Leverage0.0010Vega