0.05Open0.17Pre Close7 Volume775 Open Interest26.50Strike Price36.00Turnover21.82%IV2.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1326Delta0.4123Gamma773.14Leverage Ratio-0.0186Theta-0.0003Rho-102.52Eff Leverage0.0051Vega