3.26Open3.30Pre Close122 Volume1.72K Open Interest148.00Strike Price36.59KTurnover40.44%IV0.37%PremiumDec 6, 2024Expiry Date2.11Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.8210Delta0.0767Gamma55.47Leverage Ratio-0.3027Theta-0.0036Rho-45.54Eff Leverage0.0221Vega