0.01Open0.45Pre Close29 Volume3.13K Open Interest84.00Strike Price36.00Turnover58.45%IV8.41%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0189Delta0.0158Gamma3874.50Leverage Ratio-0.0199Theta0.0001Rho73.35Eff Leverage0.0023Vega