0.05Open0.07Pre Close5 Volume476 Open Interest66.00Strike Price36.00Turnover24.53%IV7.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0494Delta0.0287Gamma952.20Leverage Ratio-0.0114Theta-0.0013Rho-47.07Eff Leverage0.0148Vega