0.66Open0.44Pre Close590 Volume1.55K Open Interest9.00Strike Price36.32KTurnover92.09%IV2.49%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6259Delta0.4384Gamma19.64Leverage Ratio-0.0471Theta0.0005Rho12.29Eff Leverage0.0036Vega