2.35Open1.25Pre Close1 Volume3 Open Interest83.00Strike Price235.00Turnover43.68%IV1.26%PremiumJul 26, 2024Expiry Date1.32Intrinsic Value100Multiplier4DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6467Delta0.0941Gamma35.13Leverage Ratio-0.1628Theta-0.0061Rho-22.72Eff Leverage0.0338Vega