1.54Open1.22Pre Close358 Volume531 Open Interest297.50Strike Price36.40KTurnover21.64%IV2.38%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.1566Delta0.0394Gamma588.08Leverage Ratio-0.2150Theta0.0042Rho92.09Eff Leverage0.0675Vega