0.02Open0.04Pre Close18 Volume302 Open Interest54.00Strike Price36.00Turnover29.10%IV5.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0293Delta0.0382Gamma2857.50Leverage Ratio-0.0119Theta-0.0002Rho-83.75Eff Leverage0.0040Vega