0.61Open0.58Pre Close452 Volume2.19K Open Interest27.00Strike Price36.84KTurnover57.03%IV1.20%PremiumDec 6, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6460Delta0.2454Gamma30.74Leverage Ratio-0.0910Theta0.0016Rho19.86Eff Leverage0.0099Vega