0.20Open0.15Pre Close3 Volume71 Open Interest8.00Strike Price36.00Turnover60.05%IV17.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1063Delta0.1250Gamma119.38Leverage Ratio-0.0055Theta-0.0007Rho-12.69Eff Leverage0.0045Vega