4.50Open4.70Pre Close80 Volume376 Open Interest16.00Strike Price35.58KTurnover79.27%IV1.19%PremiumJul 19, 2024Expiry Date4.16Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9523Delta0.0337Gamma4.74Leverage Ratio-0.0136Theta0.0051Rho4.52Eff Leverage0.0037Vega