0.02Open0.05Pre Close26 Volume262 Open Interest587.50Strike Price36.00Turnover545.57%IV3.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0039Delta0.0014Gamma60857.00Leverage Ratio-17.9339Theta0.0000Rho-236.28Eff Leverage0.0002Vega