0.36Open0.35Pre Close1.33K Volume1.94K Open Interest68.00Strike Price35.73KTurnover45.52%IV6.93%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1044Delta0.0571Gamma411.35Leverage Ratio-0.0634Theta0.0008Rho42.96Eff Leverage0.0126Vega