0.66Open0.44Pre Close590 Volume1.55K Open Interest9.00Strike Price36.32KTurnover96.74%IV2.49%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6257Delta0.4382Gamma19.64Leverage Ratio-0.0523Theta0.0005Rho12.29Eff Leverage0.0034Vega