0.89Open2.23Pre Close436 Volume579 Open Interest155.00Strike Price36.80KTurnover113.38%IV11.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.0906Delta0.0098Gamma227.27Leverage Ratio-0.4747Theta-0.0011Rho-20.58Eff Leverage0.0240Vega