49.70Open62.32Pre Close8 Volume129 Open Interest640.00Strike Price36.65KTurnover3202.50%IV-0.33%PremiumNov 15, 2024Expiry Date47.87Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9591Delta0.0030Gamma13.98Leverage Ratio-1888.3608Theta0.0000Rho13.41Eff Leverage0.0008Vega