3.26Open2.50Pre Close103 Volume970 Open Interest80.00Strike Price35.98KTurnover20.05%IV0.85%PremiumJul 19, 2024Expiry Date2.80Intrinsic Value100Multiplier16DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.8134Delta0.0767Gamma24.72Leverage Ratio-0.0383Theta0.0284Rho20.10Eff Leverage0.0468Vega