0.42Open0.49Pre Close1.35K Volume8.08K Open Interest4.00Strike Price36.33KTurnover148.17%IV4.79%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.4927Delta0.7236Gamma16.89Leverage Ratio-0.0372Theta-0.0002Rho-8.32Eff Leverage0.0015Vega