0.01Open0.01Pre Close36 Volume338 Open Interest70.00Strike Price36.00Turnover62.11%IV18.60%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0076Delta0.0051Gamma5903.00Leverage Ratio-0.0069Theta0.0001Rho44.84Eff Leverage0.0014Vega