5.08Open6.80Pre Close53 Volume94 Open Interest68.00Strike Price35.81KTurnover96.91%IV3.46%PremiumJul 5, 2024Expiry Date4.92Intrinsic Value100Multiplier0DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9219Delta0.0449Gamma12.55Leverage Ratio-0.1050Theta-0.0015Rho-11.57Eff Leverage0.0049Vega