6.00Open6.05Pre Close61 Volume112 Open Interest22.00Strike Price36.61KTurnover92.11%IV0.43%PremiumDec 20, 2024Expiry Date5.97Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8797Delta0.0312Gamma4.34Leverage Ratio-0.0305Theta0.0113Rho3.81Eff Leverage0.0140Vega