0.09Open0.17Pre Close4 Volume295 Open Interest19.00Strike Price36.00Turnover83.04%IV20.48%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0970Delta0.0826Gamma176.06Leverage Ratio-0.0193Theta0.0004Rho17.08Eff Leverage0.0043Vega