0.23Open0.38Pre Close3.49K Volume2.17K Open Interest40.00Strike Price36.09KTurnover16.38%IV0.35%PremiumJul 26, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5591Delta1.3087Gamma275.52Leverage Ratio-0.0755Theta-0.0004Rho-154.04Eff Leverage0.0073Vega