0.05Open0.18Pre Close8 Volume468 Open Interest170.00Strike Price36.00Turnover77.13%IV29.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0071Delta0.0015Gamma4390.67Leverage Ratio-0.0166Theta0.0002Rho31.04Eff Leverage0.0034Vega