0.36Open0.60Pre Close1 Volume2 Open Interest36.50Strike Price36.00Turnover23.66%IV0.79%PremiumOct 25, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5438Delta0.4453Gamma91.43Leverage Ratio-0.0514Theta0.0021Rho49.71Eff Leverage0.0149Vega