1.65Open1.45Pre Close205 Volume2.54K Open Interest90.00Strike Price36.03KTurnover20.05%IV2.01%PremiumOct 18, 2024Expiry Date0.24Intrinsic Value100Multiplier20DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.5544Delta0.0926Gamma46.28Leverage Ratio-0.0484Theta0.0268Rho25.65Eff Leverage0.0842Vega