0.06Open0.08Pre Close5 Volume125 Open Interest34.50Strike Price36.00Turnover44.85%IV6.27%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1031Delta0.1151Gamma406.75Leverage Ratio-0.0319Theta0.0004Rho41.92Eff Leverage0.0062Vega