3.45Open4.32Pre Close159 Volume984 Open Interest180.00Strike Price36.61KTurnover29.17%IV0.70%PremiumDec 6, 2024Expiry Date1.77Intrinsic Value100Multiplier3DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.6462Delta0.0724Gamma58.83Leverage Ratio-0.3135Theta0.0107Rho38.01Eff Leverage0.0654Vega