0.50Open0.60Pre Close864 Volume607 Open Interest37.00Strike Price36.30KTurnover264.61%IV34.15%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.0482Delta0.0064Gamma171.29Leverage Ratio-0.1760Theta-0.0003Rho-8.25Eff Leverage0.0059Vega