0.63Open0.80Pre Close731 Volume3.78K Open Interest25.50Strike Price36.81KTurnover24.66%IV0.62%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6983Delta0.5289Gamma56.13Leverage Ratio-0.0331Theta0.0019Rho39.20Eff Leverage0.0093Vega