0.36Open0.45Pre Close1 Volume321 Open Interest12.50Strike Price36.00Turnover21.38%IV1.66%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6172Delta0.5545Gamma33.73Leverage Ratio-0.0065Theta0.0048Rho20.82Eff Leverage0.0123Vega