14.10Open13.70Pre Close25 Volume199 Open Interest335.00Strike Price36.94KTurnover70.67%IV2.46%PremiumDec 27, 2024Expiry Date6.83Intrinsic Value100Multiplier1DDays to Expiry8.42Extrinsic Value100Contract SizeAmericanOptions Type0.6781Delta0.0226Gamma33.19Leverage Ratio-2.1497Theta0.0095Rho22.51Eff Leverage0.0804Vega