0.36Open0.57Pre Close1 Volume36 Open Interest7.00Strike Price36.00Turnover90.34%IV0.67%PremiumNov 8, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6846Delta0.6476Gamma16.71Leverage Ratio-0.0341Theta-0.0004Rho-11.44Eff Leverage0.0022Vega