5.43Open5.89Pre Close101 Volume210 Open Interest566.00Strike Price36.82KTurnover172.62%IV0.21%PremiumSep 20, 2024Expiry Date4.25Intrinsic Value100Multiplier0DDays to Expiry1.22Extrinsic Value100Contract SizeEuropeanOptions Type0.9396Delta0.0418Gamma102.75Leverage Ratio-55.5909Theta0.0000Rho96.54Eff Leverage0.0020Vega