0.09Open0.05Pre Close4 Volume45 Open Interest85.00Strike Price36.00Turnover32.26%IV1.83%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.1311Delta0.1567Gamma961.00Leverage Ratio-0.1648Theta-0.0003Rho-126.03Eff Leverage0.0090Vega