0.05Open0.04Pre Close16 Volume1.79K Open Interest125.00Strike Price36.00Turnover48.12%IV7.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0063Gamma11595.00Leverage Ratio-0.0100Theta0.0000Rho97.41Eff Leverage0.0017Vega