0.07Open0.07Pre Close6 Volume86 Open Interest160.00Strike Price36.00Turnover45.90%IV10.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0102Delta0.0032Gamma5946.33Leverage Ratio-0.0214Theta-0.0002Rho-60.82Eff Leverage0.0050Vega