0.06Open0.52Pre Close6 Volume27 Open Interest55.50Strike Price36.00Turnover165.59%IV31.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0180Gamma211.50Leverage Ratio-0.1073Theta0.0003Rho14.20Eff Leverage0.0057Vega