3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover11.16%IV0.22%PremiumDec 6, 2024Expiry Date3.03Intrinsic Value100Multiplier1DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.8086Delta0.0954Gamma138.76Leverage Ratio-0.2554Theta-0.0098Rho-112.20Eff Leverage0.0716Vega