0.10Open0.15Pre Close3 Volume35 Open Interest250.00Strike Price36.00Turnover38.46%IV7.07%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0092Gamma1868.88Leverage Ratio-0.0832Theta0.0008Rho68.34Eff Leverage0.0181Vega