0.36Open0.20Pre Close1 Volume45 Open Interest116.00Strike Price36.00Turnover97.68%IV9.59%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.0828Delta0.0165Gamma355.31Leverage Ratio-0.2921Theta-0.0006Rho-29.41Eff Leverage0.0145Vega