72.53Open46.05Pre Close5 Volume5 Open Interest335.00Strike Price36.27KTurnover4949.39%IV0.40%PremiumDec 6, 2024Expiry Date70.90Intrinsic Value100Multiplier0DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.9788Delta0.0013Gamma5.67Leverage Ratio-657.8308Theta0.0000Rho5.55Eff Leverage0.0004Vega