36.79Open33.60Pre Close1 Volume5 Open Interest480.00Strike Price3.68KTurnover30.74%IV0.97%PremiumOct 18, 2024Expiry Date31.80Intrinsic Value100Multiplier12DDays to Expiry4.99Extrinsic Value100Contract SizeAmericanOptions Type0.8871Delta0.0067Gamma14.99Leverage Ratio-0.2826Theta0.1370Rho13.29Eff Leverage0.1770Vega