0.32Open0.44Pre Close1.16K Volume1.13K Open Interest34.00Strike Price35.36KTurnover65.90%IV-0.64%PremiumAug 2, 2024Expiry Date1.16Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8066Delta0.2052Gamma34.57Leverage Ratio-0.1214Theta-0.0010Rho-27.88Eff Leverage0.0056Vega