0.36Open1.16Pre Close468 Volume462 Open Interest132.00Strike Price35.98KTurnover41.98%IV1.70%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.3549Delta0.0875Gamma128.34Leverage Ratio-0.4205Theta-0.0026Rho-45.55Eff Leverage0.0377Vega