0.15Open0.53Pre Close711 Volume655 Open Interest18.50Strike Price36.30KTurnover117.21%IV3.97%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5176Delta0.2824Gamma29.41Leverage Ratio-0.2226Theta-0.0004Rho-15.22Eff Leverage0.0048Vega