0.03Open0.09Pre Close10 Volume119 Open Interest104.00Strike Price36.00Turnover80.20%IV16.75%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0029Gamma3121.50Leverage Ratio-0.0289Theta-0.0001Rho-34.79Eff Leverage0.0037Vega