0.36Open0.59Pre Close1 Volume2 Open Interest3.00Strike Price36.00Turnover3505.60%IV-6.45%PremiumJul 26, 2024Expiry Date0.52Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7339Delta0.5224Gamma4.07Leverage Ratio-5.4694Theta0.0000Rho-2.98Eff Leverage0.0001Vega