0.03Open0.05Pre Close12 Volume84 Open Interest51.00Strike Price36.00Turnover39.29%IV4.73%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0501Delta0.0712Gamma1624.17Leverage Ratio-0.0260Theta0.0001Rho81.31Eff Leverage0.0038Vega