1.29Open2.66Pre Close280 Volume249 Open Interest67.00Strike Price35.70KTurnover42.92%IV1.50%PremiumAug 2, 2024Expiry Date0.49Intrinsic Value100Multiplier4DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5362Delta0.1263Gamma44.49Leverage Ratio-0.1448Theta-0.0041Rho-23.86Eff Leverage0.0292Vega