0.96Open0.51Pre Close158 Volume768 Open Interest94.50Strike Price36.86KTurnover32.83%IV-0.02%PremiumDec 6, 2024Expiry Date2.27Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8515Delta0.1109Gamma38.19Leverage Ratio-0.1180Theta-0.0033Rho-32.52Eff Leverage0.0149Vega