2.92Open3.12Pre Close142 Volume1.54K Open Interest105.00Strike Price36.03KTurnover22.62%IV3.11%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.4672Delta0.0649Gamma48.91Leverage Ratio-0.0562Theta0.0316Rho22.85Eff Leverage0.1078Vega