0.15Open0.53Pre Close711 Volume655 Open Interest18.50Strike Price36.30KTurnover112.72%IV3.97%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5175Delta0.2824Gamma29.41Leverage Ratio-0.2008Theta-0.0004Rho-15.22Eff Leverage0.0050Vega