0.06Open0.15Pre Close7 Volume1.08K Open Interest30.00Strike Price36.00Turnover56.76%IV13.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0395Delta0.0281Gamma696.00Leverage Ratio-0.0140Theta-0.0003Rho-27.51Eff Leverage0.0046Vega