0.12Open0.10Pre Close3 Volume1.15K Open Interest160.00Strike Price36.00Turnover38.13%IV11.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0313Delta0.0059Gamma1201.87Leverage Ratio-0.0355Theta-0.0016Rho-37.61Eff Leverage0.0222Vega