0.05Open0.18Pre Close10 Volume458 Open Interest427.50Strike Price36.00Turnover31.61%IV5.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0024Gamma11270.25Leverage Ratio-0.0339Theta-0.0002Rho-109.12Eff Leverage0.0087Vega