0.09Open0.05Pre Close4 Volume45 Open Interest85.00Strike Price36.00Turnover35.94%IV1.83%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1312Delta0.1569Gamma961.00Leverage Ratio-0.2050Theta-0.0002Rho-126.11Eff Leverage0.0080Vega