0.05Open0.07Pre Close5 Volume476 Open Interest66.00Strike Price36.00Turnover24.39%IV7.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0500Delta0.0293Gamma951.60Leverage Ratio-0.0115Theta-0.0013Rho-47.55Eff Leverage0.0149Vega