3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover9.29%IV-0.05%PremiumDec 6, 2024Expiry Date4.24Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9694Delta0.0513Gamma105.83Leverage Ratio-0.0100Theta-0.0046Rho-102.58Eff Leverage0.0161Vega