0.35Open0.37Pre Close942 Volume1.90K Open Interest7.00Strike Price35.98KTurnover116.28%IV3.38%PremiumJul 12, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5733Delta0.4926Gamma15.81Leverage Ratio-0.0447Theta-0.0004Rho-9.07Eff Leverage0.0027Vega