1.54Open1.22Pre Close358 Volume531 Open Interest297.50Strike Price36.40KTurnover21.44%IV2.38%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.1566Delta0.0394Gamma588.08Leverage Ratio-0.2112Theta0.0043Rho92.11Eff Leverage0.0682Vega