3.80Open3.90Pre Close100 Volume95 Open Interest40.00Strike Price36.00KTurnover32.27%IV1.54%PremiumDec 20, 2024Expiry Date2.74Intrinsic Value100Multiplier24DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.8079Delta0.0766Gamma13.15Leverage Ratio-0.0238Theta0.0209Rho10.62Eff Leverage0.0302Vega