0.16Open0.11Pre Close2 Volume1.92K Open Interest95.00Strike Price36.00Turnover53.47%IV24.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0466Delta0.0103Gamma435.94Leverage Ratio-0.0231Theta0.0018Rho20.32Eff Leverage0.0173Vega