19.68Open40.90Pre Close228 Volume83 Open Interest930.00Strike Price355.98KTurnover36.88%IV2.22%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry9.67Extrinsic Value100Contract SizeAmericanOptions Type-0.3672Delta0.0102Gamma98.56Leverage Ratio-1.7332Theta-0.0375Rho-36.19Eff Leverage0.3785Vega