0.10Open0.05Pre Close4 Volume98 Open Interest317.50Strike Price36.00Turnover29.93%IV4.38%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0095Gamma4346.14Leverage Ratio-0.0658Theta0.0004Rho119.64Eff Leverage0.0142Vega