0.12Open0.15Pre Close3 Volume89 Open Interest157.50Strike Price36.00Turnover69.43%IV11.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0407Delta0.0066Gamma794.27Leverage Ratio-0.1201Theta-0.0008Rho-32.30Eff Leverage0.0167Vega