0.03Open0.05Pre Close12 Volume84 Open Interest51.00Strike Price36.00Turnover42.43%IV5.71%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.0653Gamma1609.17Leverage Ratio-0.0267Theta0.0001Rho77.08Eff Leverage0.0036Vega