0.36Open0.40Pre Close1 Volume1.36K Open Interest220.00Strike Price36.00Turnover28.92%IV12.30%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0084Gamma603.78Leverage Ratio-0.0377Theta0.0063Rho34.63Eff Leverage0.0541Vega