0.09Open0.05Pre Close4 Volume76 Open Interest19.00Strike Price36.00Turnover52.72%IV7.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1566Delta0.2123Gamma197.44Leverage Ratio-0.0256Theta0.0004Rho30.91Eff Leverage0.0051Vega