0.50Open0.50Pre Close553 Volume7.00K Open Interest6.00Strike Price36.62KTurnover94.84%IV0.59%PremiumJul 19, 2024Expiry Date0.76Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8929Delta0.2713Gamma8.45Leverage Ratio-0.0155Theta0.0006Rho7.55Eff Leverage0.0013Vega