0.09Open0.06Pre Close4 Volume26 Open Interest220.00Strike Price36.00Turnover81.70%IV6.71%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0272Delta0.0073Gamma2619.11Leverage Ratio-0.3469Theta-0.0001Rho-71.25Eff Leverage0.0066Vega