0.05Open0.18Pre Close10 Volume458 Open Interest427.50Strike Price36.00Turnover32.84%IV5.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0023Gamma15031.33Leverage Ratio-0.0298Theta-0.0002Rho-131.36Eff Leverage0.0074Vega