0.03Open0.01Pre Close10.43K Volume1.01K Open Interest28.00Strike Price36.56KTurnover71.93%IV0.61%PremiumJul 3, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1366Delta1.5074Gamma2784.00Leverage Ratio-0.8232Theta0.0000Rho380.30Eff Leverage0.0004Vega