33.80Open24.70Pre Close14 Volume3 Open Interest5270.00Strike Price36.31KTurnover22.47%IV1.57%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry26.00Extrinsic Value100Contract SizeAmericanOptions Type0.2926Delta0.0035Gamma295.43Leverage Ratio-7.3386Theta0.1031Rho86.43Eff Leverage1.4815Vega