0.35Open0.45Pre Close1.08K Volume3.13K Open Interest5.00Strike Price36.39KTurnover218.19%IV8.65%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3786Delta0.4048Gamma18.91Leverage Ratio-0.0797Theta-0.0001Rho-7.16Eff Leverage0.0016Vega