0.60Open0.69Pre Close618 Volume695 Open Interest19.50Strike Price36.58KTurnover108.53%IV6.33%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3493Delta0.1625Gamma35.49Leverage Ratio-0.1133Theta-0.0008Rho-12.40Eff Leverage0.0078Vega