0.85Open0.82Pre Close602 Volume290 Open Interest12.00Strike Price35.67KTurnover99.79%IV3.40%PremiumJul 19, 2024Expiry Date0.11Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5093Delta0.3422Gamma23.10Leverage Ratio-0.0708Theta-0.0006Rho-11.76Eff Leverage0.0047Vega