0.20Open0.05Pre Close2.57K Volume2.30K Open Interest78.00Strike Price36.60KTurnover40.67%IV5.15%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0934Delta0.0624Gamma646.09Leverage Ratio-0.0709Theta0.0005Rho60.34Eff Leverage0.0110Vega