0.54Open0.52Pre Close838 Volume496 Open Interest66.00Strike Price36.02KTurnover27.41%IV2.06%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.3329Delta0.1893Gamma156.87Leverage Ratio-0.0895Theta0.0025Rho52.22Eff Leverage0.0255Vega