5.20Open5.60Pre Close70 Volume1.09K Open Interest5.00Strike Price36.72KTurnover1016.26%IV-2.83%PremiumSep 20, 2024Expiry Date5.60Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9414Delta0.0189Gamma1.84Leverage Ratio-0.1992Theta0.0001Rho1.74Eff Leverage0.0007Vega