0.16Open0.04Pre Close4 Volume278 Open Interest167.50Strike Price36.00Turnover213.08%IV5.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0449Delta0.0154Gamma1544.96Leverage Ratio-2.8709Theta0.0000Rho-69.41Eff Leverage0.0027Vega