0.66Open0.44Pre Close590 Volume1.67K Open Interest9.00Strike Price36.32KTurnover95.37%IV2.49%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6284Delta0.4509Gamma20.07Leverage Ratio-0.0524Theta0.0005Rho12.61Eff Leverage0.0033Vega