0.01Open0.05Pre Close24 Volume279 Open Interest36.00Strike Price36.00Turnover149.31%IV32.41%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0147Gamma907.00Leverage Ratio-0.0237Theta0.0000Rho20.71Eff Leverage0.0013Vega