0.09Open0.05Pre Close4 Volume57 Open Interest123.00Strike Price36.00Turnover37.77%IV1.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1223Delta0.1354Gamma1347.00Leverage Ratio-0.3863Theta0.0002Rho164.74Eff Leverage0.0080Vega