36.86Open36.90Pre Close1 Volume2 Open Interest130.00Strike Price3.69KTurnover71.55%IV0.57%PremiumAug 16, 2024Expiry Date35.91Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.9203Delta0.0047Gamma4.41Leverage Ratio-0.1074Theta0.0799Rho4.06Eff Leverage0.0648Vega