0.05Open0.07Pre Close5 Volume476 Open Interest66.00Strike Price36.00Turnover24.34%IV7.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0499Delta0.0292Gamma952.20Leverage Ratio-0.0114Theta-0.0013Rho-47.51Eff Leverage0.0149Vega