0.01Open0.02Pre Close36 Volume1.10K Open Interest5.00Strike Price36.00Turnover331.50%IV63.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.1001Gamma305.50Leverage Ratio-0.0091Theta0.0000Rho10.81Eff Leverage0.0002Vega