0.12Open0.16Pre Close3 Volume236 Open Interest40.00Strike Price36.00Turnover31.02%IV8.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0915Delta0.0576Gamma347.84Leverage Ratio-0.0138Theta-0.0017Rho-31.84Eff Leverage0.0151Vega