0.70Open1.12Pre Close386 Volume495 Open Interest91.00Strike Price36.59KTurnover62.02%IV0.66%PremiumDec 27, 2024Expiry Date0.48Intrinsic Value100Multiplier0DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5982Delta0.1889Gamma84.70Leverage Ratio-0.8601Theta0.0007Rho50.67Eff Leverage0.0128Vega