0.12Open0.15Pre Close3 Volume96 Open Interest100.00Strike Price36.00Turnover47.53%IV16.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0260Delta0.0052Gamma1000.75Leverage Ratio-0.0217Theta-0.0012Rho-26.04Eff Leverage0.0149Vega