0.06Open0.08Pre Close5 Volume125 Open Interest34.50Strike Price36.00Turnover44.11%IV6.40%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1044Delta0.1180Gamma406.25Leverage Ratio-0.0318Theta0.0004Rho42.40Eff Leverage0.0063Vega