0.06Open0.08Pre Close5 Volume125 Open Interest34.50Strike Price36.00Turnover44.62%IV6.35%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1035Delta0.1161Gamma406.44Leverage Ratio-0.0319Theta0.0004Rho42.07Eff Leverage0.0063Vega