5.20Open4.97Pre Close70 Volume1.26K Open Interest15.00Strike Price36.29KTurnover222.41%IV0.15%PremiumDec 20, 2024Expiry Date5.08Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9743Delta0.0312Gamma1.97Leverage Ratio-0.0129Theta-0.0008Rho-1.91Eff Leverage0.0005Vega