26.00Open27.39Pre Close14 Volume29 Open Interest230.00Strike Price36.31KTurnover41.37%IV1.54%PremiumDec 20, 2024Expiry Date22.02Intrinsic Value100Multiplier7DDays to Expiry3.88Extrinsic Value100Contract SizeAmericanOptions Type0.9507Delta0.0070Gamma11.03Leverage Ratio-0.1243Theta0.0422Rho10.49Eff Leverage0.0359Vega