2.60Open2.75Pre Close170 Volume911 Open Interest11.00Strike Price36.36KTurnover200.84%IV-0.37%PremiumOct 4, 2024Expiry Date2.45Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9019Delta0.0772Gamma5.24Leverage Ratio-0.0725Theta0.0007Rho4.73Eff Leverage0.0019Vega