0.66Open0.44Pre Close590 Volume1.55K Open Interest9.00Strike Price36.32KTurnover90.24%IV2.49%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6260Delta0.4385Gamma19.64Leverage Ratio-0.0451Theta0.0006Rho12.29Eff Leverage0.0036Vega