5.95Open7.46Pre Close47 Volume330 Open Interest537.50Strike Price35.70KTurnover36.11%IV1.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry5.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4610Delta0.0230Gamma86.89Leverage Ratio-1.2825Theta-0.0185Rho-40.06Eff Leverage0.1900Vega