0.75Open0.75Pre Close421 Volume0 Open Interest36.00Strike Price36.01KTurnover51.07%IV1.48%PremiumNov 29, 2024Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.5336Delta0.2143Gamma42.09Leverage Ratio-0.1030Theta-0.0019Rho-22.46Eff Leverage0.0145Vega