0.75Open0.75Pre Close421 Volume0 Open Interest36.00Strike Price36.01KTurnover51.93%IV1.48%PremiumNov 29, 2024Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.5337Delta0.2143Gamma42.09Leverage Ratio-0.1070Theta-0.0018Rho-22.47Eff Leverage0.0142Vega