2.35Open1.78Pre Close109 Volume241 Open Interest144.00Strike Price36.64KTurnover68.20%IV0.54%PremiumDec 6, 2024Expiry Date3.60Intrinsic Value100Multiplier2DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.7047Delta0.0482Gamma29.52Leverage Ratio-0.7637Theta0.0050Rho20.80Eff Leverage0.0362Vega