15.95Open14.00Pre Close21 Volume25 Open Interest185.00Strike Price35.47KTurnover1195.09%IV0.33%PremiumAug 2, 2024Expiry Date16.60Intrinsic Value100Multiplier-1DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.9748Delta0.0074Gamma10.10Leverage Ratio-37.7817Theta0.0000Rho-9.84Eff Leverage0.0004Vega