0.35Open0.30Pre Close1 Volume673 Open Interest30.00Strike Price35.00Turnover39.93%IV8.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2485Delta0.1283Gamma80.23Leverage Ratio-0.0232Theta0.0032Rho19.94Eff Leverage0.0196Vega