3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover9.96%IV0.21%PremiumDec 6, 2024Expiry Date3.07Intrinsic Value100Multiplier1DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type-0.8779Delta0.0839Gamma136.65Leverage Ratio-0.1150Theta-0.0092Rho-119.97Eff Leverage0.0525Vega