0.10Open0.23Pre Close3 Volume295 Open Interest500.00Strike Price36.00Turnover31.64%IV3.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0348Delta0.0085Gamma4123.09Leverage Ratio-0.1250Theta-0.0005Rho-143.45Eff Leverage0.0219Vega