0.03Open0.31Pre Close12 Volume85 Open Interest146.00Strike Price36.00Turnover53.01%IV3.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0331Gamma4725.67Leverage Ratio-0.2410Theta0.0000Rho159.71Eff Leverage0.0032Vega