211.35Open204.93Pre Close2 Volume20 Open Interest1575.00Strike Price35.62KTurnover107.81%IV2.08%PremiumAug 2, 2024Expiry Date109.85Intrinsic Value100Multiplier3DDays to Expiry35.00Extrinsic Value100Contract SizeAmericanOptions Type0.7502Delta0.0017Gamma12.05Leverage Ratio-8.2830Theta0.1161Rho9.04Eff Leverage0.5440Vega