3.60Open3.90Pre Close101 Volume200 Open Interest7.50Strike Price36.44KTurnover104.30%IV8.39%PremiumDec 20, 2024Expiry Date3.11Intrinsic Value100Multiplier16DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.9530Delta0.0414Gamma3.34Leverage Ratio-0.0076Theta0.0032Rho3.18Eff Leverage0.0022Vega