0.41Open0.88Pre Close912 Volume7.91K Open Interest93.50Strike Price35.72KTurnover12.99%IV0.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4939Delta0.5650Gamma339.89Leverage Ratio-0.1654Theta0.0016Rho167.87Eff Leverage0.0217Vega