0.03Open0.05Pre Close12 Volume91 Open Interest12.50Strike Price36.00Turnover1302.98%IV5.21%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1262Delta0.4263Gamma397.00Leverage Ratio-13.9400Theta0.0000Rho50.11Eff Leverage0.0001Vega