3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover10.89%IV0.12%PremiumDec 6, 2024Expiry Date3.48Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8421Delta0.0879Gamma125.14Leverage Ratio-0.1897Theta-0.0097Rho-105.38Eff Leverage0.0632Vega