0.30Open0.45Pre Close2.27K Volume4.23K Open Interest7.00Strike Price36.35KTurnover169.33%IV18.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1431Delta0.1443Gamma67.12Leverage Ratio-0.0397Theta-0.0002Rho-9.60Eff Leverage0.0021Vega