0.01Open0.05Pre Close36 Volume97 Open Interest132.00Strike Price36.00Turnover105.05%IV32.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0033Delta0.0010Gamma9961.00Leverage Ratio-0.0087Theta0.0000Rho33.20Eff Leverage0.0010Vega