1.15Open1.30Pre Close181 Volume514 Open Interest29.00Strike Price36.87KTurnover124.42%IV1.07%PremiumAug 16, 2024Expiry Date1.86Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.7695Delta0.1323Gamma12.62Leverage Ratio-0.2104Theta-0.0010Rho-9.71Eff Leverage0.0056Vega