0.10Open0.09Pre Close4 Volume162 Open Interest850.00Strike Price36.00Turnover47.21%IV12.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0039Delta0.0002Gamma16134.17Leverage Ratio-0.0461Theta-0.0003Rho-63.47Eff Leverage0.0120Vega