4.33Open4.03Pre Close91 Volume453 Open Interest67.00Strike Price36.22KTurnover73.68%IV0.33%PremiumJul 26, 2024Expiry Date3.84Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.7452Delta0.0612Gamma13.81Leverage Ratio-0.1787Theta-0.0058Rho-10.29Eff Leverage0.0230Vega