0.02Open0.05Pre Close13 Volume195 Open Interest140.00Strike Price36.00Turnover47.77%IV10.20%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0040Gamma5195.33Leverage Ratio-0.0221Theta-0.0002Rho-59.69Eff Leverage0.0047Vega