0.01Open0.02Pre Close35 Volume621 Open Interest260.00Strike Price36.00Turnover34.26%IV7.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0050Delta0.0023Gamma24282.55Leverage Ratio-0.0098Theta0.0001Rho122.16Eff Leverage0.0027Vega