22.70Open23.55Pre Close16 Volume318 Open Interest77.50Strike Price36.65KTurnover154.42%IV1.21%PremiumJul 19, 2024Expiry Date22.59Intrinsic Value100Multiplier4DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.9480Delta0.0064Gamma4.35Leverage Ratio-0.1999Theta0.0083Rho4.12Eff Leverage0.0115Vega