0.06Open0.11Pre Close6 Volume84 Open Interest40.00Strike Price36.00Turnover55.32%IV27.70%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0382Delta0.0202Gamma522.83Leverage Ratio-0.0082Theta0.0006Rho19.97Eff Leverage0.0062Vega