0.03Open0.03Pre Close16 Volume368 Open Interest23.00Strike Price36.00Turnover347.28%IV2.45%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.2423Delta0.4191Gamma213.90Leverage Ratio-3.5362Theta0.0000Rho51.83Eff Leverage0.0007Vega