5.55Open5.60Pre Close66 Volume150 Open Interest36.00Strike Price36.81KTurnover876.74%IV0.02%PremiumJul 12, 2024Expiry Date5.59Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9485Delta0.0279Gamma7.33Leverage Ratio-4.8780Theta0.0000Rho6.95Eff Leverage0.0005Vega