0.12Open0.10Pre Close3 Volume161 Open Interest7.50Strike Price36.00Turnover53.96%IV12.22%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2462Delta0.3605Gamma56.58Leverage Ratio-0.0069Theta0.0009Rho13.93Eff Leverage0.0051Vega