0.70Open0.35Pre Close582 Volume2.64K Open Interest2.50Strike Price35.77KTurnover76.68%IV1.40%PremiumOct 4, 2024Expiry Date0.36Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9601Delta0.3810Gamma7.84Leverage Ratio-0.0025Theta0.0003Rho7.52Eff Leverage0.0003Vega