0.25Open0.55Pre Close2.12K Volume1.69K Open Interest5485.00Strike Price36.32KTurnover18.23%IV1.69%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeEuropeanOptions Type-0.0277Delta0.0016Gamma24795.47Leverage Ratio-2.2201Theta-0.0024Rho-686.76Eff Leverage0.1396Vega