0.03Open0.04Pre Close13 Volume698 Open Interest29.00Strike Price36.00Turnover6560.95%IV24.42%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0157Delta0.0077Gamma1277.67Leverage Ratio-60.9029Theta0.0000Rho-20.07Eff Leverage0.0000Vega