5.20Open5.60Pre Close70 Volume1.09K Open Interest5.00Strike Price36.72KTurnover956.38%IV-2.18%PremiumSep 20, 2024Expiry Date5.53Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9486Delta0.0180Gamma1.83Leverage Ratio-0.1595Theta0.0001Rho1.74Eff Leverage0.0006Vega