0.01Open0.02Pre Close36 Volume605 Open Interest2.50Strike Price36.00Turnover293.24%IV30.64%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0319Delta0.0965Gamma359.00Leverage Ratio-0.0094Theta0.0000Rho-11.47Eff Leverage0.0002Vega