0.02Open0.05Pre Close26 Volume262 Open Interest587.50Strike Price36.00Turnover116.67%IV3.63%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0036Delta0.0012Gamma60962.50Leverage Ratio-0.6943Theta0.0000Rho-217.20Eff Leverage0.0008Vega