0.36Open0.25Pre Close1 Volume28 Open Interest9.00Strike Price36.00Turnover26.52%IV1.82%PremiumSep 20, 2024Expiry Date0.20Intrinsic Value100Multiplier27DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5950Delta0.6288Gamma25.14Leverage Ratio-0.0040Theta-0.0033Rho-14.96Eff Leverage0.0092Vega