0.50Open0.60Pre Close864 Volume607 Open Interest37.00Strike Price36.30KTurnover263.18%IV34.09%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0065Gamma171.14Leverage Ratio-0.1757Theta-0.0003Rho-8.31Eff Leverage0.0060Vega