0.06Open0.13Pre Close6 Volume56 Open Interest30.00Strike Price36.00Turnover70.29%IV12.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.0640Gamma443.83Leverage Ratio-0.0282Theta0.0002Rho30.28Eff Leverage0.0039Vega