0.03Open0.08Pre Close12 Volume205 Open Interest17.50Strike Price36.00Turnover2378.77%IV4.27%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1015Delta0.2890Gamma608.33Leverage Ratio-73.4516Theta0.0000Rho-61.75Eff Leverage0.0000Vega