6.50Open8.27Pre Close55 Volume773 Open Interest230.00Strike Price36.05KTurnover71.68%IV-0.21%PremiumNov 15, 2024Expiry Date6.41Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9381Delta0.0328Gamma36.80Leverage Ratio-1.2620Theta0.0010Rho34.52Eff Leverage0.0063Vega