0.23Open0.21Pre Close1.59K Volume2.09K Open Interest5.00Strike Price36.82KTurnover130.58%IV4.56%PremiumNov 8, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5515Delta0.6322Gamma18.67Leverage Ratio-0.0412Theta0.0002Rho10.29Eff Leverage0.0019Vega