0.05Open0.07Pre Close5 Volume477 Open Interest66.00Strike Price36.00Turnover22.96%IV7.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0377Delta0.0253Gamma951.60Leverage Ratio-0.0087Theta-0.0009Rho-35.92Eff Leverage0.0116Vega