0.15Open0.63Pre Close3.60K Volume8.22K Open Interest202.50Strike Price35.81KTurnover17.57%IV1.05%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0796Gamma4454.22Leverage Ratio-0.1308Theta0.0002Rho254.30Eff Leverage0.0094Vega