2.54Open2.58Pre Close128 Volume515 Open Interest29.00Strike Price36.77KTurnover200.37%IV1.66%PremiumNov 8, 2024Expiry Date2.38Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.7132Delta0.0659Gamma9.23Leverage Ratio-0.3920Theta0.0013Rho6.58Eff Leverage0.0088Vega