32.96Open23.10Pre Close1.21K Volume2.39K Open Interest447.50Strike Price3.64MTurnover87.28%IV1.12%PremiumDec 20, 2024Expiry Date26.23Intrinsic Value100Multiplier3DDays to Expiry5.28Extrinsic Value100Contract SizeAmericanOptions Type0.8009Delta0.0073Gamma15.29Leverage Ratio-1.8271Theta0.0291Rho12.25Eff Leverage0.1219Vega