0.01Open0.02Pre Close29 Volume569 Open Interest16.00Strike Price36.00Turnover249.56%IV30.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0079Gamma1526.67Leverage Ratio-0.0150Theta0.0000Rho-17.00Eff Leverage0.0004Vega