11.75Open83.45Pre Close68 Volume1 Open Interest785.00Strike Price36.08KTurnover50.97%IV2.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry4.80Extrinsic Value100Contract SizeAmericanOptions Type0.1007Delta0.0123Gamma1312.27Leverage Ratio-2.5289Theta0.0010Rho132.11Eff Leverage0.0497Vega