0.36Open0.65Pre Close1 Volume149 Open Interest21.00Strike Price36.00Turnover58.93%IV19.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.2137Delta0.0933Gamma51.29Leverage Ratio-0.0147Theta0.0030Rho10.96Eff Leverage0.0154Vega