2.40Open0.74Pre Close49 Volume80 Open Interest770.00Strike Price35.62KTurnover61.24%IV0.86%PremiumAug 2, 2024Expiry Date3.42Intrinsic Value100Multiplier0DDays to Expiry6.59Extrinsic Value100Contract SizeAmericanOptions Type-0.4044Delta0.0206Gamma82.65Leverage Ratio-6.4594Theta-0.0048Rho-33.43Eff Leverage0.1190Vega