3.20Open3.32Pre Close93 Volume452 Open Interest495.00Strike Price36.32KTurnover20.94%IV0.59%PremiumOct 4, 2024Expiry Date1.86Intrinsic Value100Multiplier3DDays to Expiry2.95Extrinsic Value100Contract SizeAmericanOptions Type0.5940Delta0.0409Gamma102.44Leverage Ratio-0.7032Theta0.0241Rho60.85Eff Leverage0.1756Vega