0.27Open0.40Pre Close1.97K Volume2.50K Open Interest17.50Strike Price36.94KTurnover119.04%IV11.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1041Delta0.0894Gamma188.48Leverage Ratio-0.0630Theta-0.0002Rho-19.63Eff Leverage0.0031Vega