6.15Open6.18Pre Close60 Volume60 Open Interest5.00Strike Price36.90KTurnover5492.46%IV1.00%PremiumJul 5, 2024Expiry Date6.04Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9408Delta0.0168Gamma1.76Leverage Ratio-8.3308Theta0.0000Rho1.65Eff Leverage0.0002Vega