0.18Open0.15Pre Close2 Volume353 Open Interest7.50Strike Price36.00Turnover27.79%IV2.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4477Delta0.7022Gamma37.65Leverage Ratio-0.0038Theta-0.0022Rho-16.86Eff Leverage0.0081Vega