0.59Open0.61Pre Close335 Volume1.87K Open Interest95.00Strike Price36.57KTurnover23.27%IV0.53%PremiumDec 6, 2024Expiry Date0.48Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5461Delta0.1890Gamma96.45Leverage Ratio-0.1303Theta-0.0043Rho-52.67Eff Leverage0.0358Vega