3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover11.95%IV-0.06%PremiumDec 6, 2024Expiry Date4.28Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9093Delta0.0593Gamma103.38Leverage Ratio-0.0900Theta-0.0085Rho-94.00Eff Leverage0.0411Vega