10.64Open8.90Pre Close34 Volume501 Open Interest80.00Strike Price36.28KTurnover95.70%IV9.73%PremiumDec 20, 2024Expiry Date2.49Intrinsic Value100Multiplier23DDays to Expiry8.03Extrinsic Value100Contract SizeAmericanOptions Type0.6022Delta0.0196Gamma9.02Leverage Ratio-0.1736Theta0.0253Rho5.43Eff Leverage0.0795Vega