0.36Open0.25Pre Close1 Volume265 Open Interest120.00Strike Price36.00Turnover46.27%IV4.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1456Delta0.0562Gamma384.97Leverage Ratio-0.2082Theta0.0010Rho56.05Eff Leverage0.0201Vega