36.50Open97.50Pre Close1 Volume6 Open Interest210.00Strike Price3.65KTurnover36.34%IV0.49%PremiumDec 20, 2024Expiry Date35.29Intrinsic Value100Multiplier31DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.9386Delta0.0046Gamma6.67Leverage Ratio-0.0730Theta0.1669Rho6.26Eff Leverage0.0874Vega