0.05Open0.10Pre Close7 Volume352 Open Interest110.00Strike Price36.00Turnover59.80%IV5.22%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0445Delta0.0232Gamma1546.53Leverage Ratio-0.0750Theta-0.0002Rho-68.85Eff Leverage0.0064Vega