1.88Open2.62Pre Close228 Volume397 Open Interest99.00Strike Price35.67KTurnover36.91%IV0.03%PremiumJul 12, 2024Expiry Date1.61Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8979Delta0.1450Gamma59.38Leverage Ratio-0.2383Theta-0.0009Rho-53.32Eff Leverage0.0060Vega