0.06Open0.05Pre Close6.92K Volume11.72K Open Interest10.00Strike Price36.68KTurnover66.93%IV11.12%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.2442Gamma258.14Leverage Ratio-0.0115Theta0.0001Rho22.35Eff Leverage0.0015Vega