5.95Open7.46Pre Close47 Volume330 Open Interest537.50Strike Price35.70KTurnover35.61%IV1.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry5.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4609Delta0.0230Gamma86.89Leverage Ratio-1.2414Theta-0.0190Rho-40.05Eff Leverage0.1927Vega