0.03Open0.05Pre Close12 Volume1.56K Open Interest24.00Strike Price36.00Turnover134.85%IV31.53%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0367Delta0.0321Gamma214.94Leverage Ratio-0.0227Theta0.0001Rho7.89Eff Leverage0.0015Vega