7.63Open9.35Pre Close48 Volume16 Open Interest114.00Strike Price36.53KTurnover90.08%IV1.52%PremiumDec 20, 2024Expiry Date5.95Intrinsic Value100Multiplier4DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7003Delta0.0346Gamma13.99Leverage Ratio-0.4597Theta-0.0081Rho-9.79Eff Leverage0.0388Vega