1.97Open3.20Pre Close90 Volume63 Open Interest252.50Strike Price35.55KTurnover33.66%IV1.17%PremiumJul 26, 2024Expiry Date1.24Intrinsic Value100Multiplier0DDays to Expiry2.96Extrinsic Value100Contract SizeAmericanOptions Type0.6324Delta0.0981Gamma113.02Leverage Ratio-1.0258Theta0.0032Rho71.47Eff Leverage0.0430Vega