5.45Open6.10Pre Close79 Volume44 Open Interest28.00Strike Price36.90KTurnover374.93%IV0.47%PremiumJan 10, 2025Expiry Date4.60Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.9841Delta0.0213Gamma5.03Leverage Ratio-0.2015Theta-0.0001Rho-4.95Eff Leverage0.0002Vega