36.50Open32.80Pre Close1 Volume3 Open Interest277.50Strike Price3.65KTurnover2843.15%IV1.10%PremiumDec 13, 2024Expiry Date33.08Intrinsic Value100Multiplier-1DDays to Expiry3.42Extrinsic Value100Contract SizeAmericanOptions Type0.9927Delta0.0014Gamma9.30Leverage Ratio-131.8252Theta0.0000Rho9.23Eff Leverage0.0001Vega