0.13Open0.13Pre Close4.17K Volume5.40K Open Interest69.00Strike Price35.49KTurnover21.63%IV2.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1013Delta0.1321Gamma1086.92Leverage Ratio-0.0383Theta-0.0005Rho-110.05Eff Leverage0.0110Vega