7.47Open7.47Pre Close50 Volume0 Open Interest97.00Strike Price36.79KTurnover19.39%IV0.48%PremiumJan 17, 2025Expiry Date6.63Intrinsic Value100Multiplier22DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.9566Delta0.0486Gamma13.59Leverage Ratio-0.0049Theta-0.0141Rho-13.00Eff Leverage0.0181Vega