0.18Open0.17Pre Close2 Volume452 Open Interest20.00Strike Price36.00Turnover17.97%IV4.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2799Delta0.3801Gamma129.33Leverage Ratio-0.0070Theta0.0034Rho36.21Eff Leverage0.0166Vega