34.96Open40.05Pre Close1 Volume519 Open Interest165.00Strike Price3.50KTurnover1115.45%IV0.43%PremiumJul 19, 2024Expiry Date34.10Intrinsic Value100Multiplier-2DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.9580Delta0.0040Gamma5.77Leverage Ratio-25.8302Theta0.0002Rho5.53Eff Leverage0.0018Vega