34.90Open43.17Pre Close10 Volume247 Open Interest230.00Strike Price36.47KTurnover110.10%IV0.54%PremiumDec 20, 2024Expiry Date38.55Intrinsic Value100Multiplier4DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.9132Delta0.0051Gamma6.79Leverage Ratio-0.5947Theta0.0230Rho6.20Eff Leverage0.0448Vega