1.97Open3.20Pre Close90 Volume63 Open Interest252.50Strike Price35.55KTurnover35.82%IV1.17%PremiumJul 26, 2024Expiry Date1.24Intrinsic Value100Multiplier0DDays to Expiry2.96Extrinsic Value100Contract SizeAmericanOptions Type0.6319Delta0.0980Gamma113.02Leverage Ratio-1.1573Theta0.0028Rho71.42Eff Leverage0.0405Vega