0.09Open0.10Pre Close4 Volume844 Open Interest85.00Strike Price36.00Turnover81.36%IV18.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0223Delta0.0051Gamma1150.56Leverage Ratio-0.0425Theta-0.0003Rho-25.63Eff Leverage0.0068Vega