0.02Open0.05Pre Close10 Volume763 Open Interest87.50Strike Price36.00Turnover4483.59%IV6.53%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0355Delta0.0223Gamma1871.20Leverage Ratio-506.9885Theta0.0000Rho-66.43Eff Leverage0.0001Vega