2.02Open2.00Pre Close111 Volume3 Open Interest517.50Strike Price36.72KTurnover22.91%IV1.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3976Delta0.0312Gamma146.57Leverage Ratio-0.6238Theta-0.0208Rho-58.28Eff Leverage0.2087Vega