0.04Open0.11Pre Close9 Volume890 Open Interest15.00Strike Price36.00Turnover4622.87%IV7.05%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.2468Gamma351.25Leverage Ratio-139.5839Theta0.0000Rho38.87Eff Leverage0.0000Vega