4.60Open4.35Pre Close70 Volume246 Open Interest150.00Strike Price36.35KTurnover113.72%IV24.27%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry5.55Extrinsic Value100Contract SizeAmericanOptions Type0.2968Delta0.0103Gamma22.76Leverage Ratio-0.2925Theta0.0175Rho6.76Eff Leverage0.1019Vega