0.14Open0.17Pre Close2.91K Volume4.62K Open Interest25.50Strike Price36.40KTurnover671.67%IV0.08%PremiumDec 13, 2024Expiry Date0.25Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6087Delta0.4521Gamma52.60Leverage Ratio-18.2397Theta0.0000Rho-32.02Eff Leverage0.0005Vega