0.36Open0.38Pre Close1 Volume3 Open Interest2.00Strike Price36.00Turnover72.71%IV0.85%PremiumJul 19, 2024Expiry Date0.34Intrinsic Value100Multiplier8DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9341Delta0.5029Gamma6.69Leverage Ratio-0.0022Theta0.0004Rho6.24Eff Leverage0.0004Vega