0.45Open0.55Pre Close717 Volume751 Open Interest108.00Strike Price36.16KTurnover26.72%IV2.00%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.2784Delta0.1097Gamma205.03Leverage Ratio-0.1313Theta-0.0031Rho-57.09Eff Leverage0.0385Vega