0.36Open0.41Pre Close1 Volume120 Open Interest3.00Strike Price36.00Turnover45.39%IV2.13%PremiumDec 20, 2024Expiry Date0.29Intrinsic Value100Multiplier17DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8406Delta0.7405Gamma10.12Leverage Ratio-0.0026Theta0.0012Rho8.51Eff Leverage0.0018Vega