2.58Open3.55Pre Close179 Volume379 Open Interest225.00Strike Price35.72KTurnover43.02%IV3.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.2826Delta0.0388Gamma146.43Leverage Ratio-0.5085Theta0.0052Rho41.38Eff Leverage0.0685Vega