0.02Open0.01Pre Close20 Volume957 Open Interest13.00Strike Price36.00Turnover66.94%IV10.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0301Delta0.0812Gamma1447.00Leverage Ratio-0.0078Theta0.0000Rho-43.54Eff Leverage0.0009Vega