0.09Open0.05Pre Close4 Volume45 Open Interest85.00Strike Price36.00Turnover33.97%IV1.83%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1312Delta0.1568Gamma961.00Leverage Ratio-0.1828Theta-0.0002Rho-126.07Eff Leverage0.0085Vega