0.06Open0.06Pre Close6 Volume0 Open Interest2.50Strike Price36.00Turnover378.44%IV75.34%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1908Delta0.3871Gamma24.33Leverage Ratio-0.0160Theta0.0000Rho4.64Eff Leverage0.0005Vega