0.36Open0.60Pre Close2.90K Volume14.89K Open Interest5560.00Strike Price36.27KTurnover94.74%IV1.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0042Delta0.0003Gamma109182.00Leverage Ratio-12.0678Theta0.0000Rho463.21Eff Leverage0.0050Vega