0.35Open0.27Pre Close523 Volume1.34K Open Interest20.00Strike Price36.57KTurnover68.04%IV14.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3398Delta0.1029Gamma24.84Leverage Ratio-0.0219Theta0.0045Rho8.44Eff Leverage0.0192Vega