0.39Open0.32Pre Close929 Volume1.26K Open Interest29.50Strike Price36.10KTurnover32.82%IV1.05%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4599Delta0.5056Gamma105.39Leverage Ratio-0.0721Theta-0.0008Rho-48.47Eff Leverage0.0095Vega