0.09Open0.05Pre Close4 Volume45 Open Interest85.00Strike Price36.00Turnover30.84%IV1.83%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1311Delta0.1566Gamma961.00Leverage Ratio-0.1503Theta-0.0003Rho-125.99Eff Leverage0.0094Vega