12.18Open12.70Pre Close30 Volume1.51K Open Interest110.00Strike Price35.66KTurnover24.36%IV0.66%PremiumAug 16, 2024Expiry Date10.06Intrinsic Value100Multiplier23DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.9356Delta0.0169Gamma11.17Leverage Ratio-0.0342Theta0.0658Rho10.45Eff Leverage0.0384Vega