8.15Open6.79Pre Close47 Volume203 Open Interest197.50Strike Price36.42KTurnover176.15%IV0.42%PremiumDec 13, 2024Expiry Date5.85Intrinsic Value100Multiplier0DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.9294Delta0.0362Gamma32.08Leverage Ratio-5.4645Theta-0.0002Rho-29.81Eff Leverage0.0029Vega