5.40Open5.30Pre Close104 Volume117 Open Interest235.00Strike Price35.46KTurnover37.46%IV7.33%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry3.08Extrinsic Value100Contract SizeAmericanOptions Type0.2524Delta0.0177Gamma79.94Leverage Ratio-0.1747Theta0.0254Rho20.18Eff Leverage0.1542Vega