3.70Open3.70Pre Close98 Volume1.19K Open Interest22.50Strike Price36.00KTurnover1072.06%IV123.93%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.5560Delta0.0261Gamma3.16Leverage Ratio-0.5964Theta0.0004Rho1.76Eff Leverage0.0056Vega