0.06Open0.03Pre Close6 Volume400 Open Interest106.00Strike Price36.00Turnover425.78%IV8.37%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0358Delta0.0184Gamma1631.17Leverage Ratio-4.1094Theta0.0000Rho58.44Eff Leverage0.0008Vega