0.08Open3.36Pre Close7.69K Volume2.58K Open Interest453.00Strike Price36.95KTurnover48.28%IV3.84%PremiumJul 31, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0019Gamma47107.00Leverage Ratio-0.1128Theta0.0000Rho-211.52Eff Leverage0.0019Vega