9.50Open8.80Pre Close39 Volume82 Open Interest180.00Strike Price36.66KTurnover35.58%IV1.80%PremiumAug 16, 2024Expiry Date6.27Intrinsic Value100Multiplier22DDays to Expiry3.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6312Delta0.0252Gamma18.29Leverage Ratio-0.1162Theta-0.0588Rho-11.54Eff Leverage0.1613Vega