0.36Open0.57Pre Close1 Volume36 Open Interest7.00Strike Price36.00Turnover101.45%IV1.48%PremiumNov 8, 2024Expiry Date0.26Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6424Delta0.6063Gamma16.85Leverage Ratio-0.0414Theta-0.0004Rho-10.82Eff Leverage0.0023Vega