11.75Open83.45Pre Close68 Volume1 Open Interest785.00Strike Price36.08KTurnover49.77%IV3.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry4.80Extrinsic Value100Contract SizeAmericanOptions Type0.1120Delta0.0136Gamma1562.20Leverage Ratio-2.6905Theta0.0011Rho175.00Eff Leverage0.0536Vega