2.40Open0.74Pre Close49 Volume80 Open Interest770.00Strike Price35.62KTurnover61.24%IV0.88%PremiumAug 2, 2024Expiry Date3.29Intrinsic Value100Multiplier0DDays to Expiry6.71Extrinsic Value100Contract SizeAmericanOptions Type-0.4044Delta0.0206Gamma81.78Leverage Ratio-6.4594Theta-0.0048Rho-33.08Eff Leverage0.1190Vega