0.03Open0.06Pre Close12 Volume830 Open Interest14.50Strike Price36.00Turnover819.13%IV1.36%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.2196Delta1.2503Gamma489.00Leverage Ratio-25.0193Theta0.0000Rho-107.38Eff Leverage0.0001Vega