0.05Open0.05Pre Close7 Volume151 Open Interest187.50Strike Price35.00Turnover138.89%IV7.90%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0172Delta0.0053Gamma4070.60Leverage Ratio-0.5336Theta0.0000Rho-69.95Eff Leverage0.0024Vega