23.32Open29.68Pre Close15 Volume10 Open Interest195.00Strike Price36.34KTurnover752.25%IV0.84%PremiumJul 12, 2024Expiry Date23.02Intrinsic Value100Multiplier-2DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type0.9289Delta0.0080Gamma9.25Leverage Ratio-28.5935Theta0.0002Rho8.59Eff Leverage0.0031Vega