122.15Open125.08Pre Close3 Volume1.41K Open Interest359.78Strike Price36.50KTurnover777.20%IV-0.01%PremiumSep 20, 2024Expiry Date120.76Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9984Delta0.0001Gamma3.98Leverage Ratio-1.7204Theta0.0006Rho3.97Eff Leverage0.0003Vega