0.03Open0.02Pre Close12 Volume138 Open Interest320.00Strike Price36.00Turnover214.92%IV18.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0054Delta0.0009Gamma8979.33Leverage Ratio-0.3393Theta0.0000Rho48.12Eff Leverage0.0013Vega