5.20Open5.60Pre Close70 Volume1.09K Open Interest5.00Strike Price36.72KTurnover928.48%IV-2.32%PremiumSep 20, 2024Expiry Date5.55Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9526Delta0.0174Gamma1.83Leverage Ratio-0.1396Theta0.0001Rho1.75Eff Leverage0.0006Vega