34.90Open43.17Pre Close10 Volume247 Open Interest230.00Strike Price36.47KTurnover114.32%IV1.65%PremiumDec 20, 2024Expiry Date35.63Intrinsic Value100Multiplier3DDays to Expiry4.37Extrinsic Value100Contract SizeAmericanOptions Type0.9103Delta0.0054Gamma7.17Leverage Ratio-0.6679Theta0.0198Rho6.53Eff Leverage0.0423Vega