1.75Open1.75Pre Close210 Volume601 Open Interest14.00Strike Price36.75KTurnover116.71%IV1.81%PremiumAug 16, 2024Expiry Date1.47Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6900Delta0.0767Gamma5.95Leverage Ratio-0.0357Theta0.0052Rho4.11Eff Leverage0.0139Vega