0.10Open0.10Pre Close3 Volume635 Open Interest2.50Strike Price36.00Turnover79.02%IV15.35%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.3618Delta0.8321Gamma22.80Leverage Ratio-0.0038Theta0.0005Rho8.25Eff Leverage0.0021Vega