0.05Open0.15Pre Close7 Volume1.20K Open Interest18.00Strike Price36.00Turnover58.17%IV2.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2057Delta0.6508Gamma352.60Leverage Ratio-0.0948Theta0.0001Rho72.51Eff Leverage0.0021Vega