3.05Open2.30Pre Close109 Volume320 Open Interest195.00Strike Price36.88KTurnover28.04%IV3.47%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry4.10Extrinsic Value100Contract SizeAmericanOptions Type0.4495Delta0.0315Gamma46.93Leverage Ratio-0.1388Theta0.0448Rho21.10Eff Leverage0.1775Vega