3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover10.54%IV0.02%PremiumDec 6, 2024Expiry Date3.91Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9351Delta0.0570Gamma112.52Leverage Ratio-0.0450Theta-0.0075Rho-105.21Eff Leverage0.0317Vega