0.09Open0.05Pre Close4 Volume45 Open Interest85.00Strike Price36.00Turnover34.87%IV1.83%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1312Delta0.1569Gamma961.00Leverage Ratio-0.1928Theta-0.0002Rho-126.09Eff Leverage0.0083Vega