0.22Open0.20Pre Close1.60K Volume2.31K Open Interest22.00Strike Price36.40KTurnover54.65%IV4.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2647Delta0.2582Gamma108.29Leverage Ratio-0.0564Theta-0.0006Rho-28.67Eff Leverage0.0076Vega