0.35Open0.40Pre Close1.21K Volume515 Open Interest4.00Strike Price36.24KTurnover141.05%IV7.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5359Delta0.5785Gamma14.55Leverage Ratio-0.0268Theta0.0003Rho7.79Eff Leverage0.0019Vega