0.03Open0.10Pre Close12 Volume50 Open Interest75.00Strike Price36.00Turnover23.92%IV3.28%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0454Delta0.0599Gamma2583.67Leverage Ratio-0.0223Theta-0.0002Rho-117.24Eff Leverage0.0064Vega