0.18Open0.25Pre Close2 Volume847 Open Interest62.50Strike Price36.00Turnover40.28%IV11.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.0716Delta0.0225Gamma352.50Leverage Ratio-0.0239Theta-0.0022Rho-25.24Eff Leverage0.0206Vega