10.00Open5.10Pre Close35 Volume141 Open Interest347.50Strike Price36.86KTurnover48.30%IV1.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry4.60Extrinsic Value100Contract SizeAmericanOptions Type0.4335Delta0.0359Gamma91.01Leverage Ratio-1.7067Theta0.0063Rho39.46Eff Leverage0.0892Vega