0.04Open0.01Pre Close9 Volume416 Open Interest42.50Strike Price36.00Turnover96.13%IV8.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0509Delta0.0547Gamma979.75Leverage Ratio-0.1017Theta0.0001Rho49.85Eff Leverage0.0021Vega