0.36Open0.31Pre Close791 Volume757 Open Interest20.50Strike Price36.49KTurnover56.79%IV3.82%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.3832Delta0.3038Gamma51.06Leverage Ratio-0.0581Theta0.0009Rho19.57Eff Leverage0.0084Vega