0.01Open0.02Pre Close29 Volume588 Open Interest16.00Strike Price36.00Turnover255.20%IV30.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0063Gamma2290.00Leverage Ratio-0.0100Theta0.0000Rho-18.63Eff Leverage0.0003Vega