1.04Open1.05Pre Close290 Volume16.90K Open Interest28.00Strike Price36.94KTurnover40.29%IV0.21%PremiumDec 13, 2024Expiry Date1.04Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9255Delta0.1893Gamma27.14Leverage Ratio-0.0276Theta0.0010Rho25.12Eff Leverage0.0026Vega