0.35Open0.25Pre Close1 Volume66 Open Interest37.00Strike Price35.00Turnover12.06%IV1.33%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4826Delta0.4231Gamma105.31Leverage Ratio-0.0141Theta0.0078Rho50.82Eff Leverage0.0311Vega