0.02Open0.03Pre Close17 Volume246 Open Interest38.50Strike Price36.00Turnover44.08%IV6.74%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0322Delta0.0460Gamma2063.00Leverage Ratio-0.0156Theta-0.0001Rho-66.38Eff Leverage0.0026Vega