0.36Open1.16Pre Close468 Volume462 Open Interest132.00Strike Price35.98KTurnover42.81%IV1.70%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.3550Delta0.0876Gamma128.34Leverage Ratio-0.4407Theta-0.0025Rho-45.56Eff Leverage0.0370Vega