1.97Open2.61Pre Close210 Volume306 Open Interest172.50Strike Price36.59KTurnover26.07%IV1.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.4362Delta0.0866Gamma118.37Leverage Ratio-0.2636Theta0.0076Rho51.63Eff Leverage0.0687Vega