5.30Open4.70Pre Close86 Volume384 Open Interest610.00Strike Price35.15KTurnover24.78%IV1.06%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry4.51Extrinsic Value100Contract SizeAmericanOptions Type0.4512Delta0.0303Gamma138.19Leverage Ratio-1.0758Theta0.0204Rho62.35Eff Leverage0.2091Vega