3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover11.26%IV0.02%PremiumDec 6, 2024Expiry Date3.91Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9269Delta0.0556Gamma112.52Leverage Ratio-0.0600Theta-0.0081Rho-104.29Eff Leverage0.0353Vega