0.06Open0.13Pre Close6 Volume40 Open Interest98.00Strike Price36.00Turnover28.76%IV5.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0431Delta0.0319Gamma1854.90Leverage Ratio-0.0272Theta0.0005Rho79.95Eff Leverage0.0091Vega