0.56Open0.41Pre Close715 Volume533 Open Interest71.00Strike Price35.30KTurnover48.76%IV3.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.3083Delta0.0966Gamma98.59Leverage Ratio-0.1594Theta0.0024Rho30.39Eff Leverage0.0263Vega