0.36Open0.12Pre Close1 Volume38 Open Interest167.50Strike Price36.00Turnover219.35%IV16.48%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.0627Delta0.0090Gamma400.31Leverage Ratio-1.1831Theta0.0002Rho25.11Eff Leverage0.0077Vega