0.02Open0.23Pre Close18 Volume170 Open Interest275.00Strike Price36.00Turnover114.83%IV29.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0015Delta0.0001Gamma19410.00Leverage Ratio-0.0169Theta0.0000Rho-28.64Eff Leverage0.0019Vega