2.02Open2.00Pre Close111 Volume3 Open Interest517.50Strike Price36.72KTurnover23.14%IV1.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3977Delta0.0312Gamma146.57Leverage Ratio-0.6385Theta-0.0204Rho-58.30Eff Leverage0.2065Vega