52.50Open43.00Pre Close7 Volume15 Open Interest382.50Strike Price36.75KTurnover93.45%IV4.31%PremiumOct 4, 2024Expiry Date34.53Intrinsic Value100Multiplier4DDays to Expiry17.97Extrinsic Value100Contract SizeAmericanOptions Type0.8305Delta0.0061Gamma10.82Leverage Ratio-1.3251Theta0.0346Rho8.98Eff Leverage0.1121Vega
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