0.46Open0.46Pre Close804 Volume581 Open Interest130.00Strike Price35.72KTurnover76.83%IV6.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1124Delta0.0340Gamma409.47Leverage Ratio-0.2962Theta0.0005Rho46.02Eff Leverage0.0139Vega