0.52Open0.43Pre Close1.12K Volume1.95K Open Interest98.50Strike Price36.24KTurnover13.71%IV0.59%PremiumAug 28, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3661Delta0.3913Gamma408.92Leverage Ratio-0.1164Theta0.0018Rho149.69Eff Leverage0.0264Vega