7.63Open9.35Pre Close48 Volume58 Open Interest114.00Strike Price36.53KTurnover93.49%IV1.52%PremiumDec 20, 2024Expiry Date5.95Intrinsic Value100Multiplier3DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7094Delta0.0356Gamma14.24Leverage Ratio-0.5123Theta-0.0070Rho-10.10Eff Leverage0.0354Vega