2.66Open1.15Pre Close248 Volume301 Open Interest195.00Strike Price35.41KTurnover46.62%IV0.60%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2298Delta0.1923Gamma705.93Leverage Ratio-2.1811Theta0.0001Rho162.25Eff Leverage0.0103Vega