1.80Open2.24Pre Close220 Volume2.03K Open Interest23.00Strike Price36.06KTurnover63.89%IV0.82%PremiumNov 22, 2024Expiry Date1.35Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8058Delta0.1624Gamma15.71Leverage Ratio-0.0570Theta0.0021Rho12.66Eff Leverage0.0073Vega