0.12Open0.15Pre Close3 Volume114 Open Interest22.50Strike Price36.00Turnover38.45%IV5.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1879Delta0.2257Gamma178.00Leverage Ratio-0.0214Theta0.0008Rho33.45Eff Leverage0.0084Vega