36.00Open23.60Pre Close1 Volume61 Open Interest905.00Strike Price3.60KTurnover42.23%IV0.25%PremiumOct 11, 2024Expiry Date33.65Intrinsic Value100Multiplier2DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.8954Delta0.0065Gamma26.63Leverage Ratio-1.2923Theta0.0395Rho23.84Eff Leverage0.1192Vega