22.60Open23.80Pre Close18 Volume153 Open Interest145.00Strike Price36.72KTurnover208.51%IV1.37%PremiumDec 13, 2024Expiry Date8.59Intrinsic Value100Multiplier0DDays to Expiry2.11Extrinsic Value100Contract SizeAmericanOptions Type0.7819Delta0.0246Gamma15.13Leverage Ratio-3.5125Theta0.0015Rho11.83Eff Leverage0.0169Vega