0.22Open0.32Pre Close1.74K Volume536 Open Interest19.50Strike Price36.89KTurnover40.50%IV1.71%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3876Delta0.6615Gamma124.65Leverage Ratio-0.0646Theta0.0004Rho48.31Eff Leverage0.0055Vega