6.48Open4.63Pre Close59 Volume421 Open Interest108.75Strike Price36.96KTurnover44.97%IV0.39%PremiumDec 20, 2024Expiry Date5.61Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8444Delta0.0436Gamma18.75Leverage Ratio-0.1674Theta0.0104Rho15.83Eff Leverage0.0291Vega
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