2.66Open1.15Pre Close256 Volume301 Open Interest195.00Strike Price35.63KTurnover44.63%IV0.60%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.3625Delta0.2532Gamma647.13Leverage Ratio-2.6826Theta0.0002Rho234.61Eff Leverage0.0124Vega