0.20Open0.15Pre Close3 Volume53 Open Interest5.00Strike Price36.00Turnover3112.08%IV1.20%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5137Delta2.1253Gamma62.25Leverage Ratio-72.0714Theta0.0000Rho-31.98Eff Leverage0.0000Vega