14.10Open13.70Pre Close25 Volume199 Open Interest335.00Strike Price36.94KTurnover61.33%IV2.46%PremiumDec 27, 2024Expiry Date6.83Intrinsic Value100Multiplier2DDays to Expiry8.42Extrinsic Value100Contract SizeAmericanOptions Type0.6790Delta0.0226Gamma33.19Leverage Ratio-1.5561Theta0.0126Rho22.53Eff Leverage0.0923Vega