0.12Open0.40Pre Close3 Volume40 Open Interest80.00Strike Price36.00Turnover56.23%IV13.32%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0392Delta0.0110Gamma737.28Leverage Ratio-0.0376Theta-0.0008Rho-28.87Eff Leverage0.0116Vega