7.63Open9.35Pre Close48 Volume16 Open Interest114.00Strike Price36.53KTurnover91.05%IV1.52%PremiumDec 20, 2024Expiry Date5.95Intrinsic Value100Multiplier4DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7004Delta0.0346Gamma13.99Leverage Ratio-0.4704Theta-0.0079Rho-9.80Eff Leverage0.0384Vega