0.05Open0.10Pre Close6 Volume701 Open Interest21.00Strike Price36.00Turnover42.13%IV13.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0980Delta0.1026Gamma247.47Leverage Ratio-0.0087Theta0.0008Rho24.25Eff Leverage0.0069Vega