12.90Open11.90Pre Close28 Volume3.15K Open Interest320.00Strike Price36.50KTurnover40.71%IV1.11%PremiumJul 19, 2024Expiry Date10.48Intrinsic Value100Multiplier4DDays to Expiry3.67Extrinsic Value100Contract SizeAmericanOptions Type0.7688Delta0.0199Gamma25.82Leverage Ratio-0.5432Theta0.0311Rho19.85Eff Leverage0.1143Vega