11.80Open12.14Pre Close30 Volume1 Open Interest30.00Strike Price35.20KTurnover178.15%IV0.17%PremiumJul 5, 2024Expiry Date11.53Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9543Delta0.0112Gamma3.54Leverage Ratio-0.0810Theta0.0037Rho3.38Eff Leverage0.0046Vega