5.60Open4.48Pre Close76 Volume77 Open Interest102.00Strike Price35.94KTurnover28.34%IV0.13%PremiumJul 19, 2024Expiry Date4.66Intrinsic Value100Multiplier18DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7779Delta0.0431Gamma18.23Leverage Ratio-0.0655Theta0.0402Rho14.18Eff Leverage0.0725Vega