4.40Open2.60Pre Close72 Volume412 Open Interest25.00Strike Price36.70KTurnover56.56%IV3.83%PremiumDec 20, 2024Expiry Date3.99Intrinsic Value100Multiplier30DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.8435Delta0.0506Gamma6.44Leverage Ratio-0.0210Theta0.0167Rho5.43Eff Leverage0.0201Vega