6.02Open5.65Pre Close54 Volume68 Open Interest34.00Strike Price35.30KTurnover1442.43%IV0.10%PremiumJul 12, 2024Expiry Date6.53Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8956Delta0.0301Gamma5.92Leverage Ratio-13.9233Theta0.0000Rho5.30Eff Leverage0.0008Vega