0.05Open0.06Pre Close13 Volume268 Open Interest330.00Strike Price36.00Turnover40.56%IV8.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0195Delta0.0039Gamma3571.41Leverage Ratio-0.0614Theta0.0006Rho69.51Eff Leverage0.0141Vega