1.97Open2.61Pre Close210 Volume306 Open Interest172.50Strike Price36.59KTurnover26.58%IV1.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.4360Delta0.0865Gamma118.37Leverage Ratio-0.2742Theta0.0073Rho51.61Eff Leverage0.0674Vega