0.01Open0.03Pre Close36 Volume75 Open Interest129.00Strike Price36.00Turnover129.77%IV7.88%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1232Delta0.0199Gamma217.09Leverage Ratio-0.6437Theta-0.0006Rho-26.75Eff Leverage0.0161Vega