3.15Open5.10Pre Close120 Volume0 Open Interest8.50Strike Price35.46KTurnover706.53%IV3.05%PremiumJul 26, 2024Expiry Date2.66Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8451Delta0.0671Gamma3.73Leverage Ratio-0.5765Theta0.0001Rho3.15Eff Leverage0.0012Vega