0.02Open0.03Pre Close18 Volume195 Open Interest17.00Strike Price36.00Turnover2670.25%IV11.97%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0486Delta0.0995Gamma760.00Leverage Ratio-21.3144Theta0.0000Rho36.95Eff Leverage0.0000Vega