0.01Open0.01Pre Close34 Volume174 Open Interest29.00Strike Price36.00Turnover47.55%IV8.94%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0397Delta0.0675Gamma1331.50Leverage Ratio-0.0124Theta0.0001Rho52.91Eff Leverage0.0023Vega