0.10Open0.13Pre Close3 Volume138 Open Interest45.00Strike Price36.00Turnover46.98%IV12.29%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0625Delta0.0276Gamma409.28Leverage Ratio-0.0209Theta-0.0010Rho-25.57Eff Leverage0.0117Vega