0.02Open0.06Pre Close16 Volume595 Open Interest115.00Strike Price36.00Turnover46.41%IV3.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0281Delta0.0345Gamma5556.50Leverage Ratio-0.1177Theta0.0000Rho155.93Eff Leverage0.0026Vega