0.01Open0.01Pre Close36 Volume842 Open Interest31.00Strike Price36.00Turnover1411.03%IV4.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0333Delta0.0961Gamma2956.00Leverage Ratio-21.4461Theta0.0000Rho98.43Eff Leverage0.0000Vega