34.90Open43.17Pre Close10 Volume247 Open Interest230.00Strike Price36.47KTurnover110.48%IV1.65%PremiumDec 20, 2024Expiry Date35.63Intrinsic Value100Multiplier4DDays to Expiry4.37Extrinsic Value100Contract SizeAmericanOptions Type0.9106Delta0.0054Gamma7.17Leverage Ratio-0.6279Theta0.0211Rho6.53Eff Leverage0.0436Vega