0.32Open0.38Pre Close1.56K Volume2.31K Open Interest26.50Strike Price36.39KTurnover19.64%IV1.24%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.3355Delta0.6824Gamma222.58Leverage Ratio-0.0263Theta-0.0009Rho-74.67Eff Leverage0.0099Vega