0.18Open0.30Pre Close2 Volume265 Open Interest85.00Strike Price36.00Turnover26.93%IV10.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.0531Delta0.0167Gamma630.07Leverage Ratio-0.0140Theta-0.0029Rho-33.48Eff Leverage0.0261Vega