0.03Open0.05Pre Close12 Volume113 Open Interest1.50Strike Price36.00Turnover3799.06%IV28.57%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2050Delta0.9758Gamma39.67Leverage Ratio-2.7384Theta0.0000Rho8.13Eff Leverage0.0000Vega