0.05Open0.30Pre Close7 Volume10 Open Interest220.00Strike Price35.00Turnover50.98%IV2.53%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0382Delta0.0256Gamma4513.00Leverage Ratio-0.4367Theta-0.0001Rho-172.40Eff Leverage0.0053Vega