0.15Open0.53Pre Close711 Volume891 Open Interest18.50Strike Price36.30KTurnover177.84%IV3.97%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5022Delta0.2020Gamma29.41Leverage Ratio-0.3926Theta-0.0004Rho-14.77Eff Leverage0.0044Vega