6.50Open8.27Pre Close55 Volume773 Open Interest230.00Strike Price36.05KTurnover73.62%IV-0.10%PremiumNov 15, 2024Expiry Date6.16Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9382Delta0.0313Gamma37.94Leverage Ratio-1.2714Theta0.0011Rho35.59Eff Leverage0.0065Vega