0.02Open0.01Pre Close35 Volume2.36K Open Interest24.00Strike Price36.00Turnover1773.57%IV3.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0476Delta0.1939Gamma2316.00Leverage Ratio-42.5226Theta0.0000Rho110.20Eff Leverage0.0000Vega