5.82Open5.55Pre Close69 Volume234 Open Interest220.00Strike Price36.00KTurnover16.64%IV1.65%PremiumDec 20, 2024Expiry Date1.69Intrinsic Value100Multiplier32DDays to Expiry3.61Extrinsic Value100Contract SizeAmericanOptions Type-0.5310Delta0.0384Gamma45.48Leverage Ratio-0.0558Theta-0.0823Rho-24.15Eff Leverage0.2547Vega