0.07Open0.08Pre Close15 Volume1.59K Open Interest35.00Strike Price36.00Turnover120.37%IV33.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.0192Gamma526.80Leverage Ratio-0.0232Theta0.0001Rho17.90Eff Leverage0.0025Vega