3.65Open3.18Pre Close101 Volume227 Open Interest454.00Strike Price36.88KTurnover9.22%IV0.20%PremiumDec 6, 2024Expiry Date3.12Intrinsic Value100Multiplier1DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.9275Delta0.0704Gamma137.67Leverage Ratio-0.0450Theta-0.0076Rho-127.69Eff Leverage0.0349Vega