0.12Open0.06Pre Close1.86K Volume365 Open Interest17.50Strike Price36.85KTurnover60.49%IV2.24%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0785Delta0.5222Gamma1789.00Leverage Ratio-0.0814Theta0.0000Rho-140.41Eff Leverage0.0007Vega