3.50Open2.80Pre Close113 Volume171 Open Interest21.50Strike Price36.00KTurnover100.41%IV-0.69%PremiumDec 6, 2024Expiry Date2.42Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8590Delta0.0889Gamma9.72Leverage Ratio-0.0718Theta0.0020Rho8.35Eff Leverage0.0056Vega