0.04Open0.14Pre Close9 Volume339 Open Interest55.00Strike Price36.00Turnover50.79%IV32.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0207Delta0.0091Gamma1038.00Leverage Ratio-0.0054Theta0.0006Rho21.45Eff Leverage0.0054Vega