0.47Open0.38Pre Close556 Volume1.18K Open Interest27.50Strike Price36.02KTurnover25.59%IV0.11%PremiumJul 12, 2024Expiry Date0.65Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8573Delta0.3711Gamma40.80Leverage Ratio-0.0290Theta0.0017Rho34.98Eff Leverage0.0053Vega