0.01Open0.01Pre Close36 Volume22 Open Interest195.00Strike Price36.00Turnover76.88%IV21.34%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0016Delta0.0003Gamma24789.00Leverage Ratio-0.0080Theta0.0000Rho-40.84Eff Leverage0.0014Vega