0.16Open0.04Pre Close4 Volume834 Open Interest10.00Strike Price36.00Turnover198.15%IV18.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0989Delta0.0873Gamma121.80Leverage Ratio-0.0641Theta-0.0001Rho-12.05Eff Leverage0.0018Vega