0.03Open0.04Pre Close12 Volume149 Open Interest95.00Strike Price36.00Turnover34.42%IV7.43%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0220Delta0.0170Gamma3538.40Leverage Ratio-0.0170Theta0.0002Rho77.99Eff Leverage0.0047Vega