0.50Open0.50Pre Close553 Volume7.00K Open Interest6.00Strike Price36.62KTurnover95.36%IV0.59%PremiumJul 19, 2024Expiry Date0.76Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8929Delta0.2714Gamma8.45Leverage Ratio-0.0157Theta0.0006Rho7.54Eff Leverage0.0013Vega