2.40Open0.74Pre Close49 Volume80 Open Interest770.00Strike Price35.62KTurnover54.67%IV0.67%PremiumAug 2, 2024Expiry Date4.88Intrinsic Value100Multiplier0DDays to Expiry5.12Extrinsic Value100Contract SizeAmericanOptions Type-0.4701Delta0.0239Gamma80.75Leverage Ratio-5.9110Theta-0.0055Rho-37.96Eff Leverage0.1213Vega