36.50Open97.50Pre Close1 Volume6 Open Interest210.00Strike Price3.65KTurnover35.96%IV0.49%PremiumDec 20, 2024Expiry Date35.29Intrinsic Value100Multiplier32DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.9393Delta0.0046Gamma6.67Leverage Ratio-0.0717Theta0.1695Rho6.26Eff Leverage0.0873Vega