0.90Open0.59Pre Close771 Volume1.81K Open Interest22.00Strike Price36.44KTurnover46.28%IV1.40%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5195Delta0.3674Gamma43.71Leverage Ratio-0.0538Theta-0.0013Rho-22.71Eff Leverage0.0093Vega