0.01Open0.27Pre Close6 Volume86 Open Interest20.50Strike Price36.00Turnover62.44%IV2.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1969Delta0.4396Gamma300.29Leverage Ratio-0.1040Theta-0.0001Rho-59.11Eff Leverage0.0028Vega