6.50Open8.27Pre Close55 Volume773 Open Interest230.00Strike Price36.05KTurnover77.37%IV0.07%PremiumNov 15, 2024Expiry Date5.76Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9305Delta0.0318Gamma42.67Leverage Ratio-1.4332Theta0.0011Rho39.71Eff Leverage0.0072Vega