1.97Open2.61Pre Close210 Volume306 Open Interest172.50Strike Price36.59KTurnover26.27%IV1.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.4361Delta0.0866Gamma118.37Leverage Ratio-0.2677Theta0.0075Rho51.62Eff Leverage0.0682Vega