0.06Open0.06Pre Close4.00K Volume5.21K Open Interest275.00Strike Price35.90KTurnover70.54%IV18.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0128Delta0.0019Gamma3094.67Leverage Ratio-0.0524Theta0.0003Rho39.51Eff Leverage0.0081Vega