0.04Open0.05Pre Close8 Volume700 Open Interest2.00Strike Price36.00Turnover156.01%IV70.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1719Delta0.4874Gamma30.00Leverage Ratio-0.0024Theta0.0001Rho5.16Eff Leverage0.0009Vega