36.92Open36.82Pre Close31 Volume318 Open Interest190.00Strike Price116.63KTurnover66.53%IV0.07%PremiumSep 27, 2024Expiry Date37.59Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9985Delta0.0004Gamma6.03Leverage Ratio-0.0308Theta0.0163Rho6.02Eff Leverage0.0010Vega