0.10Open0.05Pre Close4 Volume55 Open Interest20.00Strike Price36.00Turnover48.25%IV0.00%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5914Delta1.1789Gamma113.83Leverage Ratio-0.1514Theta-0.0001Rho-67.32Eff Leverage0.0027Vega