0.03Open0.03Pre Close22 Volume1.01K Open Interest52.00Strike Price36.00Turnover115.61%IV3.92%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0232Delta0.0479Gamma5411.00Leverage Ratio-0.2385Theta0.0000Rho-125.48Eff Leverage0.0005Vega