0.16Open0.04Pre Close4 Volume278 Open Interest167.50Strike Price36.00Turnover217.77%IV5.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0466Delta0.0165Gamma1540.35Leverage Ratio-3.2100Theta0.0000Rho-71.81Eff Leverage0.0026Vega