44.85Open19.85Pre Close6 Volume7 Open Interest910.00Strike Price36.84KTurnover116.55%IV-0.47%PremiumAug 2, 2024Expiry Date79.67Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9661Delta0.0019Gamma10.36Leverage Ratio-2.0978Theta-0.0121Rho-10.01Eff Leverage0.0266Vega