0.36Open0.72Pre Close1 Volume75 Open Interest18.00Strike Price36.00Turnover28.98%IV0.27%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7380Delta0.6340Gamma45.78Leverage Ratio-0.0272Theta0.0012Rho33.78Eff Leverage0.0058Vega