0.01Open0.09Pre Close4.40K Volume19.81K Open Interest80.00Strike Price36.30KTurnover48.56%IV5.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0530Delta0.0433Gamma1378.18Leverage Ratio-0.0525Theta0.0002Rho73.01Eff Leverage0.0055Vega