36.91Open40.75Pre Close10 Volume10 Open Interest65.00Strike Price36.91KTurnover200.91%IV0.62%PremiumJul 19, 2024Expiry Date36.28Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.9806Delta0.0020Gamma2.77Leverage Ratio-0.1067Theta0.0080Rho2.72Eff Leverage0.0054Vega