0.09Open0.05Pre Close4 Volume1.60K Open Interest7.50Strike Price36.00Turnover46.85%IV13.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1871Delta0.3487Gamma89.47Leverage Ratio-0.0049Theta0.0007Rho16.74Eff Leverage0.0044Vega