0.41Open0.88Pre Close912 Volume7.91K Open Interest93.50Strike Price35.72KTurnover12.54%IV0.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4945Delta0.5661Gamma339.89Leverage Ratio-0.1493Theta0.0017Rho168.08Eff Leverage0.0224Vega