0.01Open0.05Pre Close16 Volume23 Open Interest18.50Strike Price36.00Turnover79.30%IV11.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0886Delta0.1274Gamma333.00Leverage Ratio-0.0277Theta0.0001Rho29.49Eff Leverage0.0025Vega