36.84Open42.40Pre Close1 Volume392 Open Interest95.00Strike Price3.68KTurnover5768.37%IV0.75%PremiumJan 17, 2025Expiry Date35.86Intrinsic Value100Multiplier-2DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.9770Delta0.0025Gamma3.66Leverage Ratio-180.2684Theta0.0000Rho3.57Eff Leverage0.0002Vega