0.71Open0.65Pre Close544 Volume519 Open Interest21.00Strike Price36.76KTurnover110.90%IV7.62%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3588Delta0.1583Gamma34.90Leverage Ratio-0.1131Theta0.0008Rho12.52Eff Leverage0.0080Vega