1.56Open0.70Pre Close206 Volume313 Open Interest124.00Strike Price36.38KTurnover25.81%IV0.45%PremiumNov 29, 2024Expiry Date2.18Intrinsic Value100Multiplier4DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.7598Delta0.0956Gamma46.73Leverage Ratio-0.1556Theta0.0093Rho35.51Eff Leverage0.0392Vega