0.35Open0.45Pre Close1 Volume407 Open Interest55.00Strike Price35.00Turnover40.95%IV9.68%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1210Delta0.0384Gamma186.18Leverage Ratio-0.0312Theta-0.0031Rho-22.52Eff Leverage0.0258Vega