0.80Open0.83Pre Close296 Volume395 Open Interest125.00Strike Price36.16KTurnover21.48%IV5.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.2741Delta0.0474Gamma104.43Leverage Ratio-0.0472Theta0.0236Rho28.62Eff Leverage0.1089Vega