0.06Open0.08Pre Close5 Volume125 Open Interest34.50Strike Price36.00Turnover45.12%IV6.38%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1026Delta0.1142Gamma406.31Leverage Ratio-0.0320Theta0.0004Rho41.71Eff Leverage0.0062Vega