0.05Open0.08Pre Close7 Volume2.27K Open Interest18.00Strike Price35.00Turnover33.62%IV9.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0735Delta0.0943Gamma398.80Leverage Ratio-0.0055Theta-0.0007Rho-29.31Eff Leverage0.0061Vega