44.03Open34.70Pre Close8 Volume26 Open Interest540.00Strike Price35.77KTurnover33.31%IV-0.11%PremiumAug 16, 2024Expiry Date47.71Intrinsic Value100Multiplier24DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8555Delta0.0045Gamma10.97Leverage Ratio-0.2988Theta0.3045Rho9.39Eff Leverage0.3478Vega