72.53Open46.05Pre Close5 Volume5 Open Interest335.00Strike Price36.27KTurnover1012.10%IV0.55%PremiumDec 6, 2024Expiry Date70.29Intrinsic Value100Multiplier0DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.9393Delta0.0023Gamma5.65Leverage Ratio-51.6536Theta0.0005Rho5.30Eff Leverage0.0062Vega