6.40Open4.75Pre Close63 Volume168 Open Interest80.00Strike Price36.29KTurnover36.95%IV3.11%PremiumDec 20, 2024Expiry Date1.76Intrinsic Value100Multiplier18DDays to Expiry2.54Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.0557Gamma21.80Leverage Ratio-0.0763Theta0.0240Rho13.72Eff Leverage0.0693Vega