0.01Open0.02Pre Close16 Volume348 Open Interest14.50Strike Price36.00Turnover158.19%IV28.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0283Delta0.0449Gamma750.67Leverage Ratio-0.0131Theta0.0000Rho21.22Eff Leverage0.0006Vega