0.63Open0.80Pre Close731 Volume3.78K Open Interest25.50Strike Price36.81KTurnover26.49%IV0.62%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6968Delta0.5278Gamma56.13Leverage Ratio-0.0381Theta0.0016Rho39.11Eff Leverage0.0087Vega