0.05Open0.10Pre Close47 Volume23 Open Interest95.00Strike Price235.00Turnover49.31%IV18.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0212Delta0.0078Gamma1601.20Leverage Ratio-0.0153Theta0.0005Rho33.92Eff Leverage0.0068Vega