0.36Open0.34Pre Close1 Volume83 Open Interest23.00Strike Price36.00Turnover221.42%IV25.52%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1817Delta0.0679Gamma46.53Leverage Ratio-0.1559Theta0.0003Rho8.45Eff Leverage0.0046Vega