11.00Open10.23Pre Close31 Volume255 Open Interest200.00Strike Price36.39KTurnover69.71%IV5.52%PremiumDec 20, 2024Expiry Date3.19Intrinsic Value100Multiplier18DDays to Expiry11.21Extrinsic Value100Contract SizeAmericanOptions Type0.5767Delta0.0125Gamma14.21Leverage Ratio-0.3597Theta0.0506Rho8.19Eff Leverage0.1764Vega