4.40Open2.60Pre Close72 Volume412 Open Interest25.00Strike Price36.70KTurnover56.41%IV3.83%PremiumDec 20, 2024Expiry Date3.99Intrinsic Value100Multiplier31DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.8436Delta0.0505Gamma6.44Leverage Ratio-0.0209Theta0.0168Rho5.43Eff Leverage0.0202Vega