44.85Open19.85Pre Close6 Volume7 Open Interest910.00Strike Price36.84KTurnover110.79%IV-0.47%PremiumAug 2, 2024Expiry Date79.67Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9658Delta0.0019Gamma10.36Leverage Ratio-1.8958Theta-0.0133Rho-10.00Eff Leverage0.0282Vega