1.70Open2.08Pre Close166 Volume963 Open Interest66.00Strike Price36.38KTurnover49.12%IV1.21%PremiumOct 4, 2024Expiry Date1.13Intrinsic Value100Multiplier4DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.6468Delta0.1115Gamma33.90Leverage Ratio-0.1828Theta0.0042Rho21.93Eff Leverage0.0252Vega