0.05Open0.15Pre Close7 Volume1.20K Open Interest18.00Strike Price36.00Turnover50.12%IV2.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2058Delta0.6516Gamma352.60Leverage Ratio-0.0706Theta0.0001Rho72.56Eff Leverage0.0025Vega