0.62Open0.72Pre Close657 Volume2.41K Open Interest260.00Strike Price35.56KTurnover25.02%IV3.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1087Delta0.0284Gamma739.79Leverage Ratio-0.1494Theta0.0029Rho80.39Eff Leverage0.0489Vega