0.10Open0.15Pre Close2.75K Volume1.25K Open Interest5370.00Strike Price36.85KTurnover14.93%IV1.05%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0066Delta0.0008Gamma108542.60Leverage Ratio-0.7097Theta-0.0003Rho-716.72Eff Leverage0.0289Vega