0.03Open0.02Pre Close32 Volume10.67K Open Interest70.00Strike Price36.00Turnover90.94%IV28.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0031Gamma5429.00Leverage Ratio-0.0074Theta0.0000Rho32.37Eff Leverage0.0010Vega