0.01Open0.02Pre Close36 Volume946 Open Interest12.00Strike Price36.00Turnover47.35%IV9.23%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0446Delta0.1689Gamma1099.50Leverage Ratio-0.0055Theta0.0001Rho49.02Eff Leverage0.0011Vega