72.53Open46.05Pre Close5 Volume5 Open Interest335.00Strike Price36.27KTurnover618.43%IV0.29%PremiumDec 6, 2024Expiry Date71.36Intrinsic Value100Multiplier0DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type0.9807Delta0.0012Gamma5.60Leverage Ratio-9.6771Theta0.0008Rho5.49Eff Leverage0.0030Vega