0.18Open0.30Pre Close2 Volume186 Open Interest515.00Strike Price36.00Turnover34.83%IV5.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0082Gamma1154.38Leverage Ratio-0.2807Theta0.0025Rho74.10Eff Leverage0.0554Vega