0.48Open0.49Pre Close1.35K Volume2.08K Open Interest82.00Strike Price36.66KTurnover26.58%IV1.93%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.2728Delta0.1718Gamma252.41Leverage Ratio-0.1167Theta0.0018Rho68.86Eff Leverage0.0242Vega