0.03Open0.03Pre Close106 Volume860 Open Interest12.00Strike Price236.00Turnover156.09%IV22.78%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0364Delta0.0741Gamma652.67Leverage Ratio-0.0143Theta0.0000Rho23.75Eff Leverage0.0006Vega