0.05Open0.05Pre Close14 Volume1.50K Open Interest30.00Strike Price36.00Turnover43.59%IV10.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0215Delta0.0405Gamma2725.00Leverage Ratio-0.0063Theta0.0001Rho58.70Eff Leverage0.0015Vega