3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover10.54%IV0.01%PremiumDec 6, 2024Expiry Date3.95Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9351Delta0.0570Gamma112.51Leverage Ratio-0.0450Theta-0.0075Rho-105.20Eff Leverage0.0317Vega