3.90Open3.16Pre Close92 Volume51 Open Interest100.00Strike Price36.20KTurnover34.31%IV2.72%PremiumDec 20, 2024Expiry Date1.11Intrinsic Value100Multiplier21DDays to Expiry2.69Extrinsic Value100Contract SizeAmericanOptions Type-0.5271Delta0.0489Gamma26.37Leverage Ratio-0.0714Theta-0.0281Rho-13.90Eff Leverage0.0952Vega