0.05Open0.07Pre Close5 Volume476 Open Interest66.00Strike Price36.00Turnover24.51%IV7.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0495Delta0.0288Gamma952.53Leverage Ratio-0.0114Theta-0.0013Rho-47.17Eff Leverage0.0148Vega