1.16Open1.09Pre Close306 Volume310 Open Interest31.50Strike Price36.60KTurnover84.99%IV2.29%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.5640Delta0.1483Gamma22.67Leverage Ratio-0.1486Theta-0.0018Rho-12.78Eff Leverage0.0123Vega