0.04Open0.01Pre Close9 Volume416 Open Interest42.50Strike Price36.00Turnover98.01%IV8.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0509Delta0.0547Gamma979.75Leverage Ratio-0.1057Theta0.0000Rho49.84Eff Leverage0.0020Vega