0.16Open0.04Pre Close4 Volume278 Open Interest167.50Strike Price36.00Turnover177.82%IV5.21%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0134Delta0.0081Gamma1606.18Leverage Ratio-0.9927Theta0.0000Rho-21.55Eff Leverage0.0008Vega