0.05Open0.18Pre Close10 Volume458 Open Interest427.50Strike Price36.00Turnover30.53%IV5.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0023Gamma12896.86Leverage Ratio-0.0292Theta-0.0002Rho-112.43Eff Leverage0.0079Vega