8.55Open7.30Pre Close39 Volume1.37K Open Interest270.00Strike Price35.90KTurnover42.12%IV4.67%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry10.20Extrinsic Value100Contract SizeAmericanOptions Type0.5039Delta0.0136Gamma24.12Leverage Ratio-0.2564Theta0.0842Rho12.15Eff Leverage0.2785Vega