0.12Open0.11Pre Close3 Volume922 Open Interest5.00Strike Price36.00Turnover36.85%IV13.55%PremiumFeb 21, 2025Expiry Date0.00Intrinsic Value100Multiplier71DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3029Delta0.4768Gamma33.41Leverage Ratio-0.0019Theta0.0024Rho10.12Eff Leverage0.0069Vega