1.20Open0.85Pre Close247 Volume470 Open Interest46.00Strike Price36.46KTurnover468.95%IV0.25%PremiumJul 12, 2024Expiry Date1.38Intrinsic Value100Multiplier-1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7398Delta0.1434Gamma27.15Leverage Ratio-9.8527Theta0.0000Rho20.09Eff Leverage0.0016Vega