7.50Open6.20Pre Close45 Volume508 Open Interest80.00Strike Price36.72KTurnover52.01%IV0.24%PremiumDec 20, 2024Expiry Date8.58Intrinsic Value100Multiplier6DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.9487Delta0.0242Gamma8.26Leverage Ratio-0.0311Theta-0.0079Rho-7.83Eff Leverage0.0099Vega