0.02Open0.03Pre Close18 Volume841 Open Interest33.00Strike Price36.00Turnover93.95%IV15.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0302Delta0.0184Gamma872.00Leverage Ratio-0.0281Theta-0.0001Rho-26.30Eff Leverage0.0027Vega