0.05Open0.45Pre Close7 Volume32 Open Interest290.00Strike Price35.00Turnover36.49%IV18.77%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0089Delta0.0014Gamma4884.20Leverage Ratio-0.0140Theta0.0008Rho43.27Eff Leverage0.0113Vega