0.36Open0.10Pre Close1 Volume311 Open Interest10.00Strike Price36.00Turnover33.32%IV2.82%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5110Delta0.4854Gamma27.56Leverage Ratio-0.0067Theta-0.0029Rho-14.08Eff Leverage0.0099Vega