0.18Open0.31Pre Close2 Volume248 Open Interest13.00Strike Price36.00Turnover25.69%IV4.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.3172Delta0.3814Gamma66.85Leverage Ratio-0.0057Theta-0.0029Rho-21.20Eff Leverage0.0130Vega