0.12Open0.11Pre Close2.68K Volume3.60K Open Interest13.50Strike Price36.87KTurnover61.10%IV3.41%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3390Delta0.5343Gamma87.93Leverage Ratio-0.0523Theta0.0003Rho29.81Eff Leverage0.0041Vega