1.53Open1.80Pre Close173 Volume769 Open Interest71.00Strike Price36.94KTurnover35.80%IV0.73%PremiumDec 6, 2024Expiry Date2.03Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7876Delta0.1059Gamma30.30Leverage Ratio-0.1084Theta0.0060Rho23.87Eff Leverage0.0222Vega