0.04Open0.14Pre Close12 Volume1.08K Open Interest80.50Strike Price36.00Turnover10.90%IV2.03%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0537Delta0.1233Gamma3946.00Leverage Ratio-0.0113Theta0.0004Rho211.86Eff Leverage0.0088Vega