0.30Open0.45Pre Close1.04K Volume15.30K Open Interest20.00Strike Price36.48KTurnover86.72%IV6.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2641Delta0.1692Gamma64.89Leverage Ratio-0.0801Theta-0.0006Rho-17.13Eff Leverage0.0073Vega